Shield Not Displaying error messages on invalid username and password

I think the problem is related to the user's redirect method.
I tried to repeat the problem with the default Home controller.
The problem repeats if I use the same redirection principle as in Shield controllers.
If i explicitly specify Location as a redirection method  in the to() method of the call chain, the message is saved and displayed correctly.

Perhaps the problem is in the environment, because for the current project i have to use IIS.

For repeat problem i use this code:

PHP Code:

if ($this->request->getGet('test')) {
    // return redirect()->to('/')->with('test_message', 'This message not stored after redirection.'); // <- Thats will be removed after redirection
    return redirect()->to('/', null, 'location')->with('test_message', 'Just a test message!'); //Thats work
}
return view('welcome_message', ['test_message' => session('test_message')]);