Embedded Grafana in iframe and JWT authentication

Question

I'm trying to get an access (via Nginx proxy) to embedded Grafana in my web application via auth0 (JWT token) authentication.

Nginx address: IP_ADDRESS
Grafana address: https://grafana.domain.pl
Web app address: https://domain.pl

Grafana version is 8.5.1

Some grafana.ini sections:

[security]
cookie_samesite = disabled 
allow_embedding = true
cookie_secure = true
cookie_httponly = true

[auth.generic_oauth]
enabled = true
name = OAuth
client_secret = CLIENT_SECRET
client_id = CLIENT_ID
scopes = orgs openid profile roles email
auth_url = https://domain.eu.auth0.com/authorize
token_url = https://domain.eu.auth0.com/oauth/token
api_url = https://domain.eu.auth0.com/userinfo
use_pkce = true

[auth]
oauth_auto_login = true
signout_redirect_url = https://grafana.domain.pl/
disable_login_form = true

[auth.jwt]
enabled = true
header_name = X-JWT-Assertion
username_claim = email
email_claim = email
jwk_set_url = https://domain.eu.auth0.com/.well-known/jwks.json
cache_ttl = 60m
auto_sign_up = true

Nginx proxy config:

location /login {
    proxy_set_header X-JWT-Assertion "${arg_mytoken}";
    proxy_pass https://GRAFANA_IP:3000;
    proxy_cookie_path / "/; SameSite=None; HTTPOnly; Secure";
}

My PHP code after taking a token:

$curl = curl_init();
curl_setopt_array($curl, array(
CURLOPT_PORT => '3000',
CURLOPT_URL => 'https://grafana.domain.pl/login',
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => '',
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 10,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_SSL_VERIFYHOST => false,
CURLOPT_SSL_VERIFYPEER => false,
CURLOPT_CUSTOMREQUEST => 'GET',
CURLOPT_HTTPHEADER => array('X-JWT-Assertion:' . $token),
));
$response = curl_exec($curl);

When I log in to my web app via auth0, embedded Grafana is showing me auth0 login form. I want to have authenticated Grafana. The Auth0 keys for Web app and Grafana are the same. Callbacks are ok too.