...
If you see those headers, but nothing else, you are dealing with an attribute failure of some sort. This is common because by default, with the propagateErrors option set to false , most attribute failures are hidden in favor of getting a session with the user created and running. Either the query for data failed (assuming a query is even being used), or the data was available but got filtered out by an AttributeAcceptancePolicy you created, or you were affected by the AssertionConditionInvalid problem. Check your shibd.log to determine which.
If you don't see any headers, chances are the request is not being protected as you expect. You may not have set up the web server or RequestMap properly. Another possibility is that you're accessing the headers incorrectly given the environment you're in.