C# - Process A Page Event Prior To Forms Authentication Redirects?

I have a website that uses basic ASP.Net forms authentication. In the web.config file we specify specific access rules for individual pages and directories. Everything works great.

However, now I have some new requirements. My domain contains many different sites setup among different subdomains. I have two DNS subdomains that map to this application. One is aaa.mysite.com and the other is www.mysite.com. If a particular web request is received from subdomain aaa.mysite.com for a page protected by FormsAuthentication, before the FormsAuthentication logic is handled (the user would be re-directed to the login page), I want to execute some code first. This code would essentially try to read a cookie from a third subdomain, say zzz.mysite.com, and if does not exist, Response.Redirect to a login page in the zzz.mysite.com application.

I tried handling this via a base class that any of my Forms Authentication protected pages could inherit from, and then calling the special code in the Page_PreInit function. However, FormsAuthentication handles the redirect to the Login page even before the PreInit function is called.

Does anyone know a good way to handle this case? If Page_PreInit won't work, where can I put code so that it executes prior to the FormsAuthentication redirect does, but where I also have access to which page it is (and what class it inherits from, so I can see if it inherits from System.Web.UI.Page or if it inherits from my special BasePage).

I think I could use the Globals Application_BeginRequest, but then this would be called for every single request, which doesn't seem like a very good idea.

I can't be the first person who has needed a way to handle an event prior to the FormsAuthentication