No, this is not possible without using C ++.
Look at the source code for the QDeclarativeXMLHttpRequest::fillHeadersList() method. It especially removes the set-cookie and set-cookie2 headers, following the w3c specification for the XMLHttpRequest object. In particular, the behavior of the getAllResponseHeaders method. I.e:
Return all HTTP headers, excluding case-insensitive headers for Set-Cookie or Set-Cookie2, ...
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