The owin host in kayak not set the cookies, i added this code and works

NancyOwinHost.cs

private void InvokeNancy(NancyRequestParameters parameters, ResponseCallBack responseCallBack, Action<Exception> errorCallback)
        {
            try
            {
                parameters.Body.Seek(0, SeekOrigin.Begin);

                var request = new Request(parameters.Method, parameters.Url, parameters.Body, parameters.Headers);

                // Execute the nancy async request handler
                this.engine.HandleRequest(
                    request,
                    (result) =>
                    {
                        var returnCode = GetReturnCode(result);
                        var headers = result.Response.Headers;
//Modification start
                        //Code to add cookies in headers
                        foreach (var cookie in result.Response.Cookies)
                        {
                            headers.Add("Set-Cookie", cookie.ToString());
                        }
//Modification end
                        responseCallBack.Invoke(returnCode, headers, GetResponseBodyBuilder(result));
                    },
                    errorCallback);
            }
            catch (Exception e)
            {
                errorCallback.Invoke(e);
            }
        }