It's hard to explain why firebug would not show the header. I would clear the cache, make sure accessibility.blockautorefresh=true, and lastly use the NoRedirect addon. You can then add two custom rules, leaving unchecked all three checkboxes
http://*.* https://*.*
or perhaps even one regex rule as in this image:
I would hope after these 3 changes, that firebug would finally record the sent header.