We had a similar case. If our web server (apache) was set to full stack, the x-dynaTrace request attributes were getting stripped. We set the web server to infrastructure-only and the x-dynaTrace request attributes were captured. To have our web servers on full stack and get performance test attributes, we'll have to change our headers to x-dynaTrace-text.
Seen the same issue with Neotys/Neoload testing tool.
In fact, AppMon used x-dynatrace header for load testing tag identification, but there seems to be a conflict with this name in Dynatrace (Managed/SaaS).
The load testing documentation for LoadRunner Tests has been adapted to use x-dynatrace-test header, but the NeoLoad product still uses to old name. We now see the tags appearing only on the Apache/Web Service, but the tags aren't passed on to any backend services.