We too are having this exact same issue with Qlik Sense June 2017 Patch 1.
We are also using a Reverse Proxy (IIS) and are finding that after the user authenticates via our SAML server, the browser is being redirected to an internal URL.
This was not a problem when we were running 3.2.4. Problems only started happening when we upgraded to June 2017 Patch 1.
If you found the root cause, I would appreciate hearing it.