Sticky sessions are not working using Nginx on Kubernetes

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I have a deployment which comprises 2 pods with a webapp in them. Nginx ingress controller is installed to expose those 2 pods using tls-passthrough. I have tried to use annotations to setup sticky-sessions but to no avail. No cookie is present in the headers hence no stickyness. What could I do to make it work ? Many thanks for your wise answers.

The Ingress I have created :

apiVersion: extensions/v1beta1
kind: Ingress
metadata:
 name: ingress
 annotations:
 # nginx.ingress.kubernetes.io/secure-backends: "true"
 # nginx.ingress.kubernetes.io/ssl-passthrough: "true"
 # nginx.ingress.kubernetes.io/backend-protocol: "HTTPS"
 # nginx.ingress.kubernetes.io/rewrite-target: /
   nginx.ingress.kubernetes.io/affinity: "cookie"
   nginx.ingress.kubernetes.io/affinity-mode: "persistent"
   nginx.ingress.kubernetes.io/session-cookie-name: "wabam"
   nginx.ingress.kubernetes.io/session-cookie-expires: "172800"
   nginx.ingress.kubernetes.io/session-cookie-max-age: "172800"
namespace: default
spec:
 rules:
  - host: wabam.moulip.lan
     http:
     paths:
      - backend:
          serviceName: wabam-ingress-svc
          servicePort: 443
        path: /
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I am posting this as a community wiki answer for better visibility.

As already mentioned in the comments: any other annotation will not work when used alongside the ssl-passthrough. This is also being mentioned by the official docs:

Because SSL Passthrough works on layer 4 of the OSI model (TCP) and not on the layer 7 (HTTP), using SSL Passthrough invalidates all the other annotations set on an Ingress object.