Event onload vs. Events Application/Session_Start, Application_BeginRequest/AuthenticateRequest

I need to manage one client cookie and server cookies.

The client cookie is managed in the code via javascript(Cookies.js). The function is called in the Default.aspx with the onload event.

I’m trying now to manage some session cookies with one event in Global.asax.vb:

    Sub Application_AuthenticateRequest(ByVal sender As Object, ByVal e As EventArgs)
    ' Fires upon attempting to authenticate the use
    Dim context As HttpContext = HttpContext.Current
    Dim cookies As HttpCookieCollection = context.Request.Cookies
    For Each cookie As String In cookies.AllKeys
        Try
            Dim currentCookie As HttpCookie = cookies(cookie)
            'Remove existent cookie
            If currentCookie.Name.StartsWith("cookieName") Then
                'Remove current cookie
                Dim cookieToExpire As New HttpCookie(cookie)
                cookieToExpire.Expires = DateTime.Now.AddDays(-1)
                cookieToExpire.Path = "/PathName"
                cookieToExpire.Domain = currentCookie.Domain
                context.Response.Cookies.Set(cookieToExpire)
                'Create cookie with hmac
                Dim hmac As String = CalculateHMAC(currentCookie.Value, "Key")
                Dim newCookie As New HttpCookie(cookie, currentCookie.Value & "|" & hmac)
                newCookie.Expires = currentCookie.Expires
                newCookie.Path = "/PathName"
                newCookie.Domain = currentCookie.Domain
                newCookie.HttpOnly = currentCookie.HttpOnly
                newCookie.Secure = currentCookie.Secure
                context.Response.SetCookie(newCookie)
            End If
        Catch ex As Exception
            context.Response.Write("Error:" & ex.Message)
        End Try
    Next
End Sub

Notice that the implementation is successful, but the thing is, after writing this, the client cookie is not created now.
I see in devtools console the following error:

Uncaught ReferenceError: checkCookie is not defined

But without the code in Application_AuthenticateRequest this is running ok.

My wonder is the lifecycle of those events and if can coexists to apply the changes with both.