Hello Sanjeev,
I get it now. In our system, when the Keep Headers is checked, the SHeaderCOOKIE looks like this:
<SAP:Record namespace="http://sap.com/xi/XI/System/SOAP" name="SHeaderCOOKIE">$Version="1"; saplb_*="(host_SID_SysNr)8019150"; $Path="/"</SAP:Record> . Perhaps you might need your Basis to look into this.
Aside from that, is the Keep Headers option unchecked in your SOAP Sender CC? Are you using SHeaderCOOKIE in your mapping?
Regards,
Mark