Success :
Tom you want the creloaded version 6.2 of your code.
I used some little tweak and its successfully taken the order, but i have disable the 3dsecure from the protx but a little tweaks i have done in the ->
protx_direct.php
template/content/checkout_confirmation.tpl.php
your ajax page was great once it successfully done it closes the model window and showing the success page.
My modification was not big but the guy who know structure then he can easily implement your code, well.
i will write you in details and also give you the creloaded 6.2 version of your code if you require (:
regards
Saju