I tried to make two requests to site using code below, fiddler is uses as debugging proxy.
First call is login call which sets cookie for other requests. So same connection should used.

Second HttpGetEx in code below returns

error 6: HttpOpenRequest: Win32 API: The handle is invalid.

How to make second call to the same web site ?

SET PROCEDURE TO wwUTILS,wwHTTP ADDITIVE
loHTTP = CREATEOBJECT("wwHttp")
loHTTP.nHTTPConnectType = 3
loHTTP.cHTTPProxyName = "127.0.0.1:8888"
loHTTP.HTTPConnect('service.com','','', .T.)

IF loHTTP.nError#0
  ERROR
  ENDIF

cRes = m.tempdir+SYS(2015)+'.html'
loHTTP.HTTPGetEx("cas/login", '',0, '', m.cRes)

IF loHTTP.nError#0 OR EMPTY(loHTTP.cHTTPHeaders)
  MESSAGEBOX( 'login error ' + TRANSFORM(loHTTP.nerror)+': '+loHTTP.cerrormsg )
  endif

cRes = m.tempdir+SYS(2015)+'.html'
loHTTP.HTTPGetEx("/jsp/myserv.jsp?il=19738233", '',0, ;
'' ;
;
, m.cRes )

IF loHTTP.nError#0 OR EMPTY(loHTTP.cHTTPHeaders)
  * todo: why this returns error 6: HttpOpenRequest: Win32 API: The handle is invalid.
  MESSAGEBOX( 'error ' + TRANSFORM(loHTTP.nerror)+': '+loHTTP.cerrormsg )
  loHTTP.HTTPClose()
  return
  endif
MODIFY FILE (cRes)