We received your email and I wrote a test application that uses your GateWayhandler more or less unchanged. Modified it a bit so it would work in my local environment but nothing that would change any behaviour. Deployed to an Https only remote server and ran WireShark on that server while performing Link.Download and there is absolutely no http traffic that hits the server.
I did notice just now that you have the ForceHTTPS setting wrong. Take a look here and pay attention to the Important notice that when using Rewrite you must remove the Mode parameter.
I'm sorry I didn't spot that sooner, but can you please try without the Mode parameter before I call in some troops.