That doesn't sound like a timeout issue to me, but rather a network issue. Make sure port 4747 is open for that client (both directions). Try adding the server into the Trusted Sites list of the client's IE.
I have the same error, but I´m connecting directly from server to server. No network is involved, so I think that isn´t necessary the port configuration. The document opens, but when I click another sheet, the message "Lost Connection..." appears and the "You can´t access this document.".
No. Is there any configuration to do in Qlikview Web Server to open AJAX documents in Anonymous? The log indicates that the access is in anonymous way, but I´m connected with a valid user, with a CAL assigned.
Try disabling anonymous access in QEMC --> Security. If you are using IIS, also disable anonymous access (and enable Windows Authentication) on all virtual directories except Scripts. In Scripts, make sure both anonymous and Windows authentication is enabled. If you are allowing Anonymous access, that will be the first authentication method used in some cases, and that's why you won't authenticate as the current Windows user.
AJAX by default always authenticates using anonymous authentication. To change this, open QEMC --> System --> QlikView Web Servers --> AJAX tab. There is a checkbox there "Always anonymous." If you are using IIS, I think you will then also need to make sure you are allowing anonymous authentication on the QvAJAXZfc virtual directory (not sure about this).