I have hit a wall with this issue. I guess it is some kind of IE bug but I want to be sure.
So the question is. Why does IE10 XmlHttpRequest.status returns 0 instead
I just ran into this problem today. After trying a few workarounds, and some Googleing, I ended up here. It turned out to just be a security level settings. Whatever security zone your website is in (Internet Options > Security) make sure you ENABLE the following setting in your zone: Miscellaneous > Access data sources across domains.