Non desired redirection (302) when accessing our Looker instance via a CNAME

[kyros]

We have a Looker instance running in aws eu-west-1 region and the DNS name for it is looker-insights-eu-west-1-prod.domain.com. 
We are migrating our web application so that it's hosted in our portal and we want our application to continue to support embedded content (dashboards) served by this Looker instance. 
In order to avoid 401 errors due to third parties cookies issues we followed the instructions that describe how to embed our custom domain app into Looker's Embedded Domain Whitelist and we created a CNAME record pointing from our custom domain to our existing Looker domain. 
The source for our CNAME is our custom domain looker-insights-eu-west-1-prod.newdomain.com and the destination domain is the existing looker domain looker-insights-eu-west-1-prod.domain.com. This CNAME was created in our CloudFlare instance since newdomain.com is handled by CloudFlare. DNS entry for looker-insights-eu-west-1-production.domain.com domain is hosted on AWS Route 53. 
When our application is accessing Looker via our CNAME then it's redirected (302) to the original Looker URL(looker-insights-eu-west-1-prod.domain.com) and this in turn results in 401 http errors on our side.
Does anyone know why is this redirection action taking place? How can we avoid it? We’d expect our request to be served by looker-insights-eu-west-1-prod.newdomain.com.

Thanks

[jzthegreat]

I am seeing a similar problem with 302 but we didn't change anything in our application.