Hello,
To diagnose it I think you should use browser web developer tools. That way you could see all requests send and received.
I think the cause of observed behaviour is that your first request is indeed "/" and it gets proxied to /SASVisualAnalytics. However next redirect is to /SASLogon and then after confirming guest access I expect /SASVisualAnalytics/guest.jsp request will be send, and that does not fall into your rule anymore.
Maybe creating custom index page on SAS Web Server with iframe would work for you?
Regards
Jan Alboszta