Have you tried adding logging to the ltm log (/var/log/ltm) to see if you ever get to the redirect? Also, if you use Fiddler (Windows) or something like the built in network monitor on Chrome or Firefox, what kind of response do you see from the page request?
when HTTP_REQUEST {
set redirect https://domainsite.com/vdesk/hangup.php3
log local0. "URI: '[HTTP::uri]'"
if { [HTTP::uri] contains "logout.xxx" } {
log local0. " Redirecting to '$redirect'"
HTTP::respond 302 Location $redirect "Set-Cookie" "ASP.NET_SessionId=;path=/; HttpOnly; domain=domainsite.com; Expires=Thu, 01-Jan-1970 00:00:00 GMT"
}
}