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XenApp 6 pass through authentication

I am having issues getting pass through authentication to work in my Xenapp 6 environment.  Opening the web interface automatically uses the credentials of the logged on user, however, when trying to logon to the published desktop, it appears like it is working, desktop actually loads and can see the wallpaper, start menu, recyle bin, but none of the icons from my profile, and then I'm prompted for my credentials (see the screen shot for the logon box I'm getting).  The desktop is usable (I can click on the start menu, etc) but none of the icons for my profile are loaded and displayed until I enter my credentials.  

Aslo, I get pop up  in the notification area about the roaming profile service being unable to load my profile and that my previously saved local profile has been used.

I'm using the icaclient.adm to set Kerberos authentication and Local user name and password (enable pass through authentication) on the client machine.  The WI is set to use Kerberos and pass through authentication.  I've also tried without Kerberos, I still get a logon box this way, but it is the blue Windows 2008 logon screen and the desktop isn't displayed like it is when using Kerberos.

The WI and XA servers are trusted for delegation, I've also set 'Allow delegating default credentials' in GP and added all my servers to the list.

Anyone have any other ideas on getting this working?

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Thanks for the response and sorry for the delay.  

After further testing, I have a few separate scenarios.  The issue highlighted above appears to be isolated to a single account.  Tested on multiple PC's, same thing.  Interestingly enough, using the same PC's, a test account works fine.  However, I have mixed results with other accounts, some work, some don't.  The ones that don't, are promted for credentials before the desktop is displayed.

Can't seem to find the correct combination to get pass through working reliably.
We ended up installing a newer version of XenApp and working out these issues, can't say for sure what the issue here was specifically.  I know it's been awhile, sorry about that.