Thanks RMSPM, I know they only will cover limited ADFS support so I wish you luck. Let me know if I can help in anyway, I would be glad to work with you to compare what we have in common.
I did find out an interesting bit this afternoon. I connected to a workstation machine that I do not regularly use and low and behold I could close and reopen IE without having to re-authenticate. its been a few weeks since it was last used (around when I started seeing this problem). This was with a workstation that had IE10 installed (Win7). As soon as I cleared the temporary internet files and cookies I found that it went into the same issue as mentioned in this thread. I wish I knew which file in Cookies/Temp Internet Files was preventing this bug from occurring! I will dig around a bit more to see what I can find and will post back here.