Trying to reproduce problem with file downloads using CasperJS. Failed to reproduce problem - User Agent and cookies are sent as expected.

foo.js

// Note: Add a line to /etc/hosts before running.
// 127.0.0.1 www.oracle.com download.oracle.com

var casper = require('casper').create();

casper.userAgent('Custom user agent');

casper.start('http://www.oracle.com:4567/', function() {
  this.echo('Opened page at /');
});

casper.then(function() {
  this.download('http://download.oracle.com:4567/download', 'response.txt');
});

casper.run();

server.rb

require 'sinatra'

get '/' do
  response.set_cookie('my_cookie', :value => 'asdf',:domain => '.oracle.com')
  "Hello"
end

get '/download' do
  headers = request.env.select {|k,v| k.start_with? 'HTTP_'}
        .collect {|pair| [pair[0].sub(/^HTTP_/, ''), pair[1]]}
        .collect {|pair| pair.join(": ") << "\n"}
        .sort
        .join("\n")

  "Here are your request headers.\n\n" + headers
end