What is your network type, I mean, Are you using Proxy or Transparent Router?
In Both case you have to use Authentication server but it is a little different in each of them.
You can find your all answers by referring to below mentioned link:
This is a perfect example written by jscholte
are you using a HA-Cluster?? If yes, check how the proxy.ip settings property is filled.
Under Configuration -> proxies you can choose if the physical IP or the virtual IP is used.
Otherwise, try the rule tracing central to figure out how the properties are filled.