<Crystal ball mode>
You are using different THTTPSend instances for the login and the next page. Result: you are losing the cookies returned by the login.
</Crystal ball mode>
Don't use the convenience functions such as HttpGetText because they create a separate THTTPSend each time. Create your own THTTPSend instance and stick to it for the complete session and use the THTTPSend.HTTPMethod to Get or Post data. Look at how HttpGetText is implemented and you'll immediately understand how it works