If none of those settings have any effect, it likely means that there is some other extension (likely a user or system plugin) that's forcing the redirection.
With that said, can you let us know how you're authenticating: with a social network or with standard Joomla credentials? If with normal Joomla credentials, can you test the standard Joomla mod_login module to see if the same behavior occurs? If with a social network, please try setting the Returning User Redirection setting in JFBConnect to some other pages to see if they all don't work, or just the profile page.
Thanks,
Alex