The default value * was wrong in combination with the allow credentials header. It should however return the same value as the request header Access-Control-Request-Headers.
The value * only counts as a special wildcard value for requests without credentials (requests without HTTP cookies or HTTP authentication information). In requests with credentials, it is treated as the literal header name * without special semantics. Note that the Authorization header can’t be wildcarded and always needs to be listed explicitly.
Got it to work after pushing the entire website after upgrading and populating Allowed Headers. Just populating the Allowed Headers does not save the changed config file to the remote server.
However if you do not fill the allowed headers under the COR option you will still get the preflight error. There should be a default of some kind that works. Currently the default is not to work.