IE bug with HTTPS and XML
Here is a great post about how to make sure your XML loaded over HTTPS in Internet Explorer doesn’t fall victim to a nasty bug.
If you’re getting Sandbox Security errors but your crossdomain.xml file is set up correctly then you might need to alter the header values in your server response. This really is a weird bug and could have taken a long time to get to the bottom of.
Something else to note is that Fiddler2 interfered with the crossdomain.xml loading and caused this error to recur.