Jan,
Sorry for the troubles. The 4.1.0 redirect issue for leaving the user on the current page will be fixed in the 4.1.1 release (due out next week, if not sooner). It only affects certain configurations of sites, and something we simply missed, unfortunately. Until then, we can only recommend setting explicit menu item redirects for new user, returning user, and logout URLs.
It's possible that's where the undefined links are coming from. The 4.1.0 release, even for the redirection issues it has, had a lot more testing with sh404SEF and other SEF extensions to fix a few common issues previously. You hopefully won't see the 404 URLs that could be generated in the 4.0.3 release (though not all 404's come from JFBConnect, of course).
Again, sorry for the troubles. We will always release small patches to releases as necessary when issues crop up, and we're very quick about getting those fixes out as soon as possible. The redirection issue is somewhat tougher to track simply because it involves a lot of variables. We're getting to the bottom of it though, and should have you fixed up in a few days or so.
Thanks,
Alex