I've been burned a few times by the "missing lock icon" issue when testing Web apps over HTTPS using Safari. The problem is that, even though the https protocol is being used, the "https lock" indicator in the address bar doesn't appear, and no apparent error is thrown.
What I've found is that the lock won't appear if there are any references on the page to non-https resources. For me, these have typically been references to things like "jquery.min.js" (referenced using "http://ajax.googleapis.com/ajax/libs/jquery/1.5.2/jquery.min.js") or Google's RECAPCTHA code (referenced at "http://www.google.com/recaptcha/api/"). In those cases, simply changing the URLs to "https" has resolved the issue.
Hopefully this will help someone else that runs into the "missing lock icon" issue.