Thanks for the reply.
Yes, it does. In fact, I can open that dir in Windows Explorer and see where it has written the jpg (I guess this is where it caches it? The filename is something like _ags_gfsc6e8ed527551466aba7443c104b876ed.jpg) So, the output from the service seems to work fine.
I just don't understand where that redirect is coming from...the gg-vm10 box doesn't exist anywhere...