It may be foursquare that is doing the redirecting? I never used it, but quite a few require you to define the redirect URL centrally for security reasons.
I suppose, but to me it seem like when I execute the curl request fuel takes over and since it's an external address the router decides to forward to the 404 page, but that's not how pure php based curl would work.
Fuel does that neither. There is no redirect in the Curl Request class.
Your log should tell you which URI were requested, and a tool like Live HTTP headers (in FF) can tell you exactly which requests your browser has executed. Check that and you'll see exactly what happens, and in which sequence.
it looks to me that you're guessing now, and that doesn't get you very far...