SDM/REST/Curl/Python.

I have already asked similar in another post, but that ws as a follow up.

I am trying to use the REST API for SDMv9.03
Idea is to get list of Alarms from SDM. I would ideally like to use python.
Issue is :
I authenticate to SDM and get the SessionID Cookie.
I then request list of alarms.
I receive a 401 as the response, and a different SessionID in the resp.content.

What is confusing me, is, if I do this as curl from the SDM machine, it works correctly.

Has anybody go experience of REST and Python for SDM who may have had similar issues?