did you ever face the problem, that the loading of the applet using JNLP works perfectly fine most of the times, but in some cases (5% or so), the loading of the applet takes about 1 to 2 minutes.
We have the problem at a customers site, where server and client are on the same machine, so we assume that there are no network problems.
could you switch on the client console (Systemsteuerung => Java => most right tab: Console loggin) and check where the Java start-up is slow?
"Client + server on same machine": well if the proxy still is involved then the proxy still is an issue. Could you make sure that calls are not implicitly routed through a proxy?