I know this is an old thread but I just had to weigh in. We had the same issue with EOT and WOFF fonts in all versions of Internet Explorer (7-11) not loading over HTTPS. After hours of trial and error and comparing our headers with other working sites we found it was the
vary header that was messing things up. Unsetting that header for those file types fixed our issue right away.
<FilesMatch "\.(woff)$"> Header unset Vary </FilesMatch> <FilesMatch "\.(eot)$"> Header unset Vary </FilesMatch>