Maybe I misunderstand what you mean by "load the cookie". What is it if not Set-Cookie header with redirect status? That doesn't seem particularly special to me.
You don't just redirect, you sleep 2 seconds, then respond with a redirect.
Set-Cookie header, 200 status and a JavaScript redirect? Many ways. Set-Cookie on pages that load quickly and check it on pages that load slowly?
What happens when a user without the cookie GETs a slow page? Does he get redirected to fast one to and back?