Fetching counties and localities using JSON API calls
Basically you need to reuse your session variable on the code, for example:

print(login(session))
print(countries(session))
print(counties(session))
print(localities(session))


And inside that functions change the calls that referrers to "requests" to the "session" variable like:

request_url = session.get(
    'https://urgentcargus.azure-api.net/api/Localities',...