CORS Issue while connecting API Gateway and Lambda from React frontend using Axios

I tried by configuring 'Enable CORS' in API Gateway and set all the required headers as well. In the Lambda function, I set headers like Access-Control-Allow-Origin, Access-Control-Allow-Methods, Access-Control-Allow-Headers?

Preflight request hasnt been sent to the Lambda function from API Gateway. Is there anything that I need to check and configure?

Kindly help me out. Thanks in advance

def lambda_handler(event, context):
    return {
        "statusCode": "200",
        "headers": {
            "Access-Control-Allow-Origin": "*",
            "Access-Control-Allow-Methods": "*",
            "Access-Control-Allow-Headers": "*",
        },
        "body": json.dumps({"test": "123"})
    }