The unfortunate truth about AJAX and the 302 redirect is that you can't get the headers from the return because the browser never gives them to the XHR. When a browser sees a 302 it automatically applies the redirect. In this case, you would see the header in firebug because the browser got it, but you would not see it in ajax, because the browser did not pass it. This is why the success and the error handlers never get called. Only the complete handler is called.
The 302 response from the Web server should always include an alternative URL to which redirection should occur. If it does, a Web browser will immediately retry the alternative URL. So you never actually see a 302 error in a Web browser
Here are some stackoverflow posts on the subject. Some of the posts describe hacks to get around this issue.