That is, if the settings between the server and the DAVIX is the same (both on or both off) it all works.

No, what I am trying to say is that with session caching on server ON (or missing) AND DAVIX session on, things BREAK.
My manual tests only work if I disable DAVIX session cache. I have to retract my findings regarding DAVIX_DISABLE_SESSION_CACHING=false and http.tlsreuse off - it seems false is still interpreted as "disable cache".
Only if DAVIX_DISABLE_SESSION_CACHING is unset, I can reproduce the FTS issue.

In short: no setting of http.tlsreuse (missing, on, or off) works if DAVIX session reuse is enabled.
Since it seems to work for other sites, I guess it is a problem with my config or xrootd installation.

Config redirector (xrdconfig display)

acc.audit deny grant
acc.authdb /etc/xrootd/Authfile
acc.authrefresh 60
all.adminpath /var/spool/xrootd
all.export / nostage
all.manager meta all xrootd-cms.infn.it+ 1213
all.pidpath /var/run/xrootd
all.role manager
all.sitename UKI-SOUTHGRID-BRIS-HEP
cms.allow host *
cms.delay startup 10 servers 1
cms.dfs limit 0 lookup distrib mdhold 0 redirect immed retries 2
cms.fxhold 60s
cms.trace all
http.desthttps yes
http.exthandler xrdtpc libXrdHttpTPC.so
http.header2cgi Authorization authz
http.listingdeny no
http.secxtractor /usr/lib64/libXrdVoms.so certfmt=raw|grpopt=useall|vos=atlas,cms,dteam,dune,gridpp,lz,mu3e.org,ops,wlcg|grps=/atlas,/cms,/dteam,/dune,/gridpp,/lz,/mu3e,/ops,/wlcg|dbg
http.staticpreload http://static/robots.txt /etc/xrootd/robots.txt
http.tlsreuse off
macaroons.secretkey /etc/xrootd/macaroon-secret
ofs.authlib ++ libXrdMacaroons.so
ofs.authorize 1
ofs.osslib /usr/lib64/libXrdHdfs.so
ofs.trace none
oss.namelib libXrdCmsTfc.so file:/etc/xrootd/storage.xml?protocol=direct
sec.protocol /usr/lib64 gsi -dlgpxy:1 -exppxy:=creds -ca:1 -crl:3 -cert:/etc/grid-security/xrd/hostcert.pem -key:/etc/grid-security/xrd/hostkey.pem -certdir:/etc/grid-security/certificates -vomsfun:/usr/lib64/libXrdVoms.so -vomsfunparms:certfmt=raw|grpopt=useall|vos=atlas,cms,dteam,dune,gridpp,lz,mu3e.org,ops,wlcg|grps=/atlas,/cms,/dteam,/dune,/gridpp,/lz,/mu3e,/ops,/wlcg|dbg
tpc.trace info
voms.trace debug
xrd.protocol http:1194 +port
xrd.tls /etc/grid-security/xrd/hostcert.pem /etc/grid-security/xrd/hostkey.pem
xrd.tlsca certdir /etc/grid-security/certificates refresh 8h
xrd.trace conn
xrootd.async off nosf
xrootd.monitor all flush 30s ident 5m fstat 60 lfn ops ssq xfr 5 window 5s dest fstat info user redir CMS-AAA-EU-COLLECTOR.cern.ch:9330 dest fstat info user redir atlas-fax-eu-collector.cern.ch:9330
xrootd.seclib libXrdSec.so
xrootd.tls capable all
xrootd.trace all -debug -request -response -fsio -fsaio

Config server (xrdconfig display)

acc.audit deny grant
acc.authdb /etc/xrootd/Authfile
acc.authrefresh 60
all.adminpath /var/spool/xrootd
all.export / nostage
all.manager xrootd.phy.bris.ac.uk:3121
all.pidpath /var/run/xrootd
all.role server
all.sitename UKI-SOUTHGRID-BRIS-HEP
cms.allow host *
cms.delay startup 10 servers 1
cms.dfs lookup central redirect verify
cms.fxhold 60s
cms.space min 2g 5g
cms.trace all
http.exthandler xrdmacaroons libXrdMacaroons.so
http.header2cgi Authorization authz
http.listingdeny no
http.secxtractor /usr/lib64/libXrdVoms.so certfmt=raw|grpopt=useall|vos=atlas,cms,dteam,dune,gridpp,lz,mu3e.org,ops,wlcg|grps=/atlas,/cms,/dteam,/dune,/gridpp,/lz,/mu3e,/ops,/wlcg|dbg
http.staticpreload http://static/robots.txt /etc/xrootd/robots.txt
http.tlsreuse off
macaroons.secretkey /etc/xrootd/macaroon-secret
ofs.authlib ++ libXrdMacaroons.so
ofs.authorize 1
ofs.osslib /usr/lib64/libXrdHdfs.so
ofs.persist off
ofs.trace none
oss.namelib libXrdCmsTfc.so file:/etc/xrootd/storage.xml?protocol=direct
sec.protocol /usr/lib64 gsi -dlgpxy:1 -exppxy:=creds -ca:1 -crl:3 -cert:/etc/grid-security/xrd/hostcert.pem -key:/etc/grid-security/xrd/hostkey.pem -certdir:/etc/grid-security/certificates -vomsfun:/usr/lib64/libXrdVoms.so -vomsfunparms:certfmt=raw|grpopt=useall|vos=atlas,cms,dteam,dune,gridpp,lz,mu3e.org,ops,wlcg|grps=/atlas,/cms,/dteam,/dune,/gridpp,/lz,/mu3e,/ops,/wlcg|dbg
tpc.trace info
voms.trace debug
xrd.port 1194
xrd.protocol http:1194 +port
xrd.tls /etc/grid-security/xrd/hostcert.pem /etc/grid-security/xrd/hostkey.pem
xrd.tlsca certdir /etc/grid-security/certificates refresh 8h
xrd.trace conn
xrootd.async off nosf
xrootd.chksum max 100 adler32 /etc/xrootd/xrdsum.sh
xrootd.monitor all flush 30s ident 5m fstat 60 lfn ops ssq xfr 5 window 5s dest fstat info user redir CMS-AAA-EU-COLLECTOR.cern.ch:9330 dest fstat info user redir atlas-fax-eu-collector.cern.ch:9330
xrootd.seclib libXrdSec.so
xrootd.tls capable all
xrootd.trace all -debug -request -response -fsio -fsaio

Updated

client	server	works?
`DAVIX_DISABLE_SESSION_CACHING=false`	`http.tlsreuse` missing	no
`DAVIX_DISABLE_SESSION_CACHING=false`	`http.tlsreuse on`	no
`DAVIX_DISABLE_SESSION_CACHING=true`	`http.tlsreuse` missing	yes
`DAVIX_DISABLE_SESSION_CACHING=true`	`http.tlsreuse on`	yes
`DAVIX_DISABLE_SESSION_CACHING=false`	`http.tlsreuse off`	yes
`DAVIX_DISABLE_SESSION_CACHING` unset	`http.tlsreuse off`	no

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