Here's how I would approach solving the problem:
1. Open a Fiddler session to watch the communications between your app and Twitter.
2. In Fiddler, turn off encryption, so you can see the HTTP requests and headers.
3. Pay attention to callback parameters and see if the redirection patterns make sense in the 2nd page as compared to the 1st page.
Also, double check for any redirects that might be in the code behind of the page or the code behind of a user control on the page or in a master page.
For security purposes, if you post any results here make sure you santize them so they don't expose any of your security tokens.