Well this is certainly not an easy to reproduce : you need to have a Citrix farm installed, with external applications on servers with accounts setup, etc ==> you only find this in a corporate environment.
However, strangely, today my StrokeIt definition is working better (!) and however I have not changed anything. The only difference is that when the application login window opens, the cursor is positioned on the second field, but you have to change the content of the first field (system to connect to), and then the second (name of the database), the third (user name) and then the password and then enter, so I had tried to setup shift-tab to go back to the first field, then keystrokes / tab / keystrokes, etc. This was not working (ie what I explained above) at all, filling all into the second field (DB name, user, password).
Today the difference is that first I positioned my cursor on the first field manually, then I launched the StrokeIt gesture, and all my fields were populated correctly ! The only thing that didn't work is the final Enter, I had the sound instead and I had to click Ok (= Enter) manually.