I have also been looking at apache proxypass and using a Konqueror client under Linux its easier to see what cookies are being attempted to be written or not.
I have exactly the same problems: i.e. - you cant logoff and also the persistent cookie ad_user_login is not written in the first place.
However, I have discovered that when you try to log off for some reason the browser receives a SECURE ad_user_login cookie with a max age of 0, which of course is useless if you need to destroy a non-persistent session cookie or indeed a persistent insecure ad_user_login cookie.
