Chrome is not saving/returning the Nonce cookie in my OpenID Connect workflow (ASP.NET OWIN)

I am trying to get OpenID Connect authentication working for my legacy ASP.NET MVC application. My ASP.NET MVC application will be the Relaying Party and a business partner of ours will serve as the Identity Provider.

To get familiar with what I'll need to do I created an account on Auth0 and created a new App for a Web Application. I then downloaded their ASP.NET MVC OWIN quickstart from GitHub. I got everything setup and I am able to authenticate successfully with Microsoft Edge and Firefox. But with Chrome the workflow goes like this:

1. Visit localhost:3000
2. Attempt to access a protected resource, which redirects me to localhost:3000/Account/Login
3. /Account/Login creates the challenge, which does two things: (1) Creates the Nonce cookie, and (2) redirects the user to Auth0's /authorize endpoint
4. I successfully login on Auth0's login screen
5. A POST request is made to the /callback endpoint on localhost:3000
6. I get a Yellow Screen of Death with the following message:

IDX21323: RequireNonce is 'System.Boolean'. OpenIdConnectProtocolValidationContext.Nonce was null, OpenIdConnectProtocol.ValidatedIdToken.Payload.Nonce was not null. The nonce cannot be validated. If you don't need to check the nonce, set OpenIdConnectProtocolValidator.RequireNonce to 'false'. Note if a 'nonce' is found it will be evaluated.

Examining the HTTP traffic I see that the issue with Chrome is that in step (3) - when the server sets the Nonce cookie in the 302 Redirect - Chrome is not saving it. Therefore, when step (5) happens the browser does not send any Nonce information to the server and validation fails.

This is evidenced by the HTTP traffic at step (3) and (5). Here is the localhost response on step (3). You can see that it is telling the browser to store the Nonce cookie:

HTTP/1.1 302 Found
Cache-Control: private
Location: https://whatever.us.auth0.com/authorize?client_id=gYb3FOL5OWK419L8...
Set-Cookie: OpenIdConnect.nonce.fRunx5CPoGdhTRM3mgqpn62m9SFkH4AszKWpOOk8LV0%3D=T1NPQjNlYTgtQ...; path=/; expires=Sat, 18-Jul-2020 20:47:59 GMT; HttpOnly; SameSite=None

But after I am redirected to Auth0 I can check Chrome's cookies and it does not have the Nonce cookie in its cookies collection for localhost. Moreover, when step (5) hits, the browser request looks like so - no mention of the Nonce cookie:

POST http://localhost:3000/callback HTTP/1.1
Content-Type: application/x-www-form-urlencoded
User-Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/84.0.4147.89 Safari/537.36

code=DANVniZ296OzQW...

This results in the error aforementioned.

(When I examine the HTTP traffic using Edge or Firefox, in step (5) I see the browser sends the Nonce cookie, whereas it's missing entirely from Chrome.)

I am using Chrome version 84 and Windows 10. I also tried this on an old computer at home with Windows 7 (and Chrome 84) and experienced the exact same behavior.

What is going on here and, more importantly, how do I get it to work? My initial assumption was that maybe it was a SameSite cookie issue, but I don't think that's the case because I can see that the cookie isn't get created in the first place (it's not that it exists, but just isn't being sent on the redirect to localhost). Moreover, the Nonce cookie has SameSite=None, so that shouldn't matter, right?

Thanks