For reference, in case anyone else is having the same problem.
The misbehavior of EJB3 in a NAT/SSL environment is caused by a combination of two bugs:
The bugs have been fixed around Feb 16 2008 (I don't know the SVN tags, the EJB3 team may add clarifications here). The patch have been tested and it works.
SVN tag is EJB3_RC9_Patch_1_EJBTHREE1-1091
The subject here and the 2 jira issues mentioned above on jira.jboss.com specify the bug fix is applicable to versions JBoss4.0.5-GA, JBoss-4.2.2-GA and JBoss-5.0.0-Beta3.
How can I verify the applicability of this patch to JBoss4.2.0-GA?
Any idea would be highly appreciated