wp_redirect not redirecting

I am trying to create a SSO callback URI within the a plugin i am creating and so far I have the following code –

// inject session header
    function init_web_header(){
        include web_plugin_dir . '/pages/web-session.php';
    }

    // SSO callbacks
    function web_sso_callback() {
        global $wp_rewrite;
        $plugin_url = plugins_url( 'authcallback.php', __FILE__ );
        $plugin_url = substr( $plugin_url, strlen( home_url() ) + 1 );

        $wp_rewrite->add_external_rule( 'authcallback.php$', $plugin_url );
    }

    // init functions
    function web_init_action(){
        init_web_header();
        web_sso_callback();
    }
    add_action( 'init', 'web_init_action' );

And within web-session.php i have –

$location = $authsite . $authurl
                . '?response_type=code&redirect_uri=' . $redirect_uri
                . '&client_id=' . $client_id . '&scope=&state=' . $state;

            wp_redirect( $location );

However the redirect is not working, any ideas what Iim doing wrong?