Is there any other way than this blog post to call Web Services in an environment with ADFS-Authentication?
Steven Van de Craen's Blog - Calling web services in Nintex Workflow and different authentication mechanisms
In the meantime, I figured out how to deal with authentication Cookies:
Nintex Workflow: Webservices in ADFS Umgebung | Fragen zu Office 365, SharePoint oder Nintex?
Retrieving data ...