Spent a few days getting this great plugin working and am passing along my learning.
I have a domain fred.com, which is my main WP URL.
I have a shared SSL site on fred.pairsite.com, entered in the plugin host field.
1. Logout wouldn't work until I changed my COOKIE_DOMAIN to the SSL domain. You do this in wp-config.php. By writing all cookies on the secure domain, logout can always reach them.
2. If your theme uses home_url() to create your home page links, then you might get incorrectly formed home links on an SSL page. Iow, it will turn fred.com into https://fred.com which of course won't work. This is a WordPress problem. Home_url uses is_ssl() to determine whether to start with https. It does have force options, but the default will break your site home links on SSL pages.
It's a great plugin, and an even greater author who stepped up to help make this very complex problem manageable.