If the client is behind a proxy, then sometimes I've seen the need to add two lines to the Customer Parameters section of the Citrix resource definition on the APM so that these two parameters are sent as part of the ICA file:
ProxyUseFQDN=On
ProxyType=Auto
Also, good things come to those who wait - version 11.4 and above brings fantastic debugging capabilities to our VDI subsystem that includes Citrix. If you want to debug Citrix issues in version 11.4 or higher, just turn up debugging for VDI by running the following command from the BIG-IP CLI:
tmsh modify sys db log.vdi.level value debug
And you should seen plenty of relevant information in /var/log/apm log file. Don't forget to set it back to notice after the troubleshooting is done:
tmsh modify sys db log.vdi.level value notice