This article in the knowledga base states:
When accessing the Dashboard, JIRA gadgets use themselves as proxy, with the fully resolvable host name - so the JIRA instance needs to be able to access itself.
So what does this mean? The gadget (running as Java servlet on the JIRA Tomcat application server) opens a http(s ???) connection to the baseurl? If yes, are all cookies from the original request (from the client browser) forwarded?