How to get response header values from a test step

You can put a Groovy Script in between your two requests:

def cookies = []
testRunner.testCase.getTestStepByName("1st test step").testRequest.response.responseHeaders.each { 
	if (it.key == "Set-Cookie") cookies += it.value
}

def cookieValue = ""
cookies.each {	cookieValue += "${it};" }
cookieValue = cookieValue.substring(0, cookieValue.length() - 1)

testRunner.testCase.getTestStepByName("2nd test step").testRequest.requestHeaders += ["Cookie": [cookieValue]]

Response for "1st test step" REST Test Step:

HTTP/1.1 200 OK
Set-Cookie: sessionid=abc
Set-Cookie: token1=def
Content-Type: application/json
Content-Encoding: gzip
Content-Length: 41
Server: Jetty(6.1.26)

{"Something":"Reply"}

Request for "2nd test step" REST Test Step:

POST http://localhost:8081/me HTTP/1.1
Accept-Encoding: gzip,deflate
Content-Type: application/json;charset=UTF-8
Cookie: sessionid=abc;token1=def
Content-Length: 0
Host: localhost:8081
Connection: Keep-Alive
User-Agent: Apache-HttpClient/4.1.1 (java 1.5)