The haproxy configuration for horizon does not have 'mode http' set. This proxy needs to be in http mode since it is using a cookie for persistence. The default section has 'mode tcp', which is fine, but horizon proxy needs to override this setting to get http mode. Without this, you will likely see an error like this: [WARNING] 238/115010 (13878) : config : cookie will be ignored for proxy 'horizon' (needs 'mode http').
Please review this patch which attempts to fix the bug: https://review.openstack.org/218383
Since the problem described in this bug report should be resolved in a recent advisory, it has been closed with a resolution of ERRATA. For information on the advisory, and where to find the updated files, follow the link below. If the solution does not work for you, open a new bug report. https://access.redhat.com/errata/RHBA-2015:1872