Creating an order through REST API (no shipping address)

Hello,

I am trying to create an order through rest api. However I get stuck on shipping method.
The calls I make in order of sequence are the following:
[url]/api/login (success and i get the token which i later use in every call)
[url]/cart/add (executes succesfully because i can view the cart later on through cart/products)
[url]/api/shipping/address (returns a Success: Shipping address has been set!)
[url]/api/shipping/methods fails with "Warning: Shipping address required!"

It seems like the $this->session->data['shipping_address'] is lost! In file api/shipping.php

This is not a configuration issue because if I make the exact same order through web it works just fine. It fails only with rest invocations.
I am on version 2.3

Thanks!