RE: Service doesn't redirect to login page
Hi Kasper,
does it work if you do this directly on the webserver, so that you don't go through the Reverse Proxy?
Seems like you've installed CRM on /Sales and Service on /Service, which is how SuperOffice describes it in the technical documentation. I think our consultants never started doing it that way. We put Service at the root, and install CRM in the default /SuperOffice path.
In your case, when you try to access anything in service without being authenticated, Service will return a 302 with a Location header telling your browser to go to 'https://socrm.jfmedier.dk/?service?%2FService%2Fscripts%2Frms.fcgi%3F_sf%3D&fromCs=1'.

That is not the correct path. It should have returned a Location header pointing to:
https://socrm.jfmedier.dk/Sale?service?%2FService%2Fscripts%2Frms.fcgi%3F_sf%3D&fromCs=1
which in turn gives you another 302 Redirect which tells your browser to go to 'https://socrm.jfmedier.dk:443/Sale/Security/Login.aspx?ReturnUrl=%2fSale%2f%3fservice%3f%252FService%252Fscripts%252Frms.fcgi%253F_sf%253D%26fromCs%3d1', where you get the login screen.
So the problem is somewhere with the first request telling the browser to go to / instead of /Sale. Exactly why that is, I'm not sure. It _could_ be the "Base URL for Web Client" preference being wrongly configured. Or it could be a bad rewrite rule in the Reverse Proxy.
When Service discovers that you are not logged in, it will redirect you "somewhere". Part of that somewhere is retrieved from the cookie called "crmUrl". And in your case, by manually adding/modifying the crmUrl cookie like this, it'll work:

Doing that will cause https://socrm.jfmedier.dk/Service/scripts/rms.fcgi to correctly redirect to the login page.

Exactly how Service determines to set that cookie, or what it does when the cookie isn't present, I'm not sure. Perhaps one of the Service guys can shed some light.
One other thing you should check out is that you should make sure there is a Default.htm file in the root of your webserver, so that any calls to https://socrm.jfmedier.dk/ gets redirected to https://socrm.jfmedier.dk/Sale. That might also fix the issue.