Fixing issue in making cross domain Ajax call to SharePoint REST service in Chrome

I get this error in my provider hosted app, installed on a Subscription Edition farm. The app uses Windows authentication to get an access token from SharePoint, this is then used as auth header in another AJAX request to SharePoint. Works fine when accessed directly. But when both SharePoint and my app is behind a AD FS Web Application Proxy with pre-auth I get this error. I assume it is because the WAP redirects the preflight request, violating the CORS policy. Is there a solution?