Ashley,
The connection:close used in the request will tell the server that the client does not want to maintain the connection after the response and when it is in the response that the server will not keep alive the connection. It tends not to have any affect on receiving the message as long as all the packets are received. Being that it is occurring between the back-end and the Gateway, the entire response message may not have been received prior to the last part of the response.
As for the content-type, switching between inbound content-type and response content-type is not an issue as we can covert it back and forth.
I would suggest you try to remove the proxy to see if it corrects the problem.
Sincerely,
Stephen Hughes
Director, CA Support