ok, I made some tests with supl-client (http://www.tajuma.com/supl/) and I think I am getting near - supl.nokia.com returns almanac even not requested, while supl.google.com does not return it unless requested.

That might explain why is "ssl_read_data: SSL_ERROR=5, ret=0, errno: Success" error spit - location proxy expects almanac, but server closes the connection. I will setup supl-proxy when I have some time, to see what request location-proxy sends to the supl server.

EDIT:
If someone wants to take it from here, I will publish the pre-compiled binaries on my webserver