Dual Session , one with Kite Connect and Kite Web

I was going through some of threads where we can get multiple session , One with Kite Web and Kite Connect to.
Like this Link Multiple Session .
Like vijoeyz said in that thread, we can login to Kite Connect First, we need to tick checkbox "Login to Kite Web also?". But if we do that request token doesn't get generates. Please help.
Overall my query is I want to connect to Kite Web and Kite Connect also at same time.
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