[TikTok] Properly pass cookies to formats
diff --git a/yt_dlp/extractor/tiktok.py b/yt_dlp/extractor/tiktok.py
index ac537643abd..c44fd49b0b9 100644
--- a/yt_dlp/extractor/tiktok.py
+++ b/yt_dlp/extractor/tiktok.py
@@ -161,6 +161,10 @@ def extract_addr(addr, add_meta={}):
                 }))
 
         self._remove_duplicate_formats(formats)
+        auth_cookie = self._get_cookies(self._WEBPAGE_HOST).get('sid_tt')
+        if auth_cookie:
+            for f in formats:
+                self._set_cookie(f['url'], 'sid_tt', auth_cookie.value)
         self._sort_formats(formats, ('quality', 'codec', 'size', 'br'))
 
         thumbnails = []

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Closes https://github.com/yt-dlp/yt-dlp/issues/2166