How do not execute redirect 302 but relay on a webserver?

My goal:

1. My webserver call an API
2. The API answer by a 302 redirection
3. My server relay this 302 to user

I would like to know if it's possible:
In my case, i would like the webserver do not execute redirection but "relay" 302 redirection to user. How to do this in php or python or other server language (it's to more understand)?

See my sequence diagrams:
My goal
My fear