Just so you know how things work, when you hit localhost:8080/login it redirects to Okta’s authorization endpoint. If you’re not logged in, it prompts you to log in, then redirects you back to the app with an authorization code. This is sent back to Okta by Spring Security to the token endpoint to get an access token. This is then set as a cookie.
If you want to get an access token and then talk to your JHipster API, you might have to configure things differently on your server, for example using @EnableResourceServer instead of @EnableOAuthSso.