Set-Cookie header not working AWS AppSync

Question

i'm trying to Set Signature Cookies from AWS AppSync Resolver.

/**
 * Sends a request to the attached data source
 * @param {import('@aws-appsync/utils').Context} ctx the context
 * @returns {*} the request
 */
export function request(ctx) {
    // Update with custom logic or select a code sample.
    return {
        operation: 'Invoke',
        payload: ctx.source.movie
    }
}

/**
 * Returns the resolver result
 * @param {import('@aws-appsync/utils').Context} ctx the context
 * @returns {*} the result
 */
export function response(ctx) {

    util.http.addResponseHeader("Set-Cookie", `CloudFront-Key-Pair-Id=${ctx.result.cookies['CloudFront-Key-Pair-Id']}; Path=/; Domain=localhost`)
    util.http.addResponseHeader("Set-Cookie", `CloudFront-Signature=${ctx.result.cookies['CloudFront-Signature']}; Path=/; Domain=localhost`)
    util.http.addResponseHeader("Set-Cookie", `CloudFront-Expires=${ctx.result.cookies['CloudFront-Expires']}; Path=/; Domain=localhost`)
    util.http.addResponseHeader("Test", `Test=test; Path=/; Domain=localhost`)
    
    return ctx.result.data
}

I use addResponseHeader method and it looks like Set-Cookie doesn't work, but "Test" header is working perfectly. I don't get any cookies in my response and also when I check application cookies in Dev Tools it's not showing cookies from response. Is Set-Cookie header blocked? Am I doing something wrong? Is there any other option how I can set user signature cookies?