Solution to use ExternalLoginCallBack
Sitecore exposes /identity/externallogincallback URL which basically invokes the HandleLoginLink processor whose primary responsibility is to transfer the AspNet.ExternalCookie issued by OIDC in to final AspNet.Cookies authentication token. The sitecore virtual users then get created and session is initialized. Therefore we must include the above end point as our callback end point. Once this callback is triggered, it will redirect the user to returnUrl specified.
https://stackoverflow.com/questions/29907155/external-cookie-for-external-login-in-asp-net-owin
https://blog.baslijten.com/federated-authentication-in-sitecore-error-unsuccessful-login-with-external-provider
Technically this is what it does behind the scene- This is just a hack , don't use this. Refer above code snippet to redirect to Sitecore external call back to get away with External Cookie reference.