Thank you for your reply. I've seen this article found as one of the first. That's exactly how it should look like in my case (I imagine) but! I feel there is a difference in what you described in this article and what I want to achieve.
I also have read source article in the beginning of yesterday. All these articles are about securing OData endpoint, provided by LightSwitch. I don't need any security for that. I need to let LightSwitch to consume protected OData endpoint and then to expose it as protected/unprotected, doesn't matter. Referenced article has WCF Data source, and it's a different data story. There I could use behaviours, Query interceptors and so forth.
Just example: imagine you have org in CRM Online, or Sharepoint Online. And you need to access to the exposed REST service. You create new Data Source: "OData Service" in LightSwitch provide uri and credentials... Nothing will happen, because LS can't work with ADFS. You need to authenticate other way and get cookie for the session, like here: http://bingsoft.wordpress.com/2013/...-and-adfs/
And then add this cookie to all OUTGOING REST requests, generated by LS libraries. So the question is - how to add this cookie to generated OData requests.
BTW OnContextCreated() and this.SendingRequest dont exists for LS OData dataContext...
Please, any help appreciated!