A legitimate request indeed. I'll add it to my list, but don't expect it soon, unfortunately.

Unfortunately Aldiko does not seem to support OPDS authentication.
Cf the results of my tests in this post.

This is an Aldiko problem, so you should report it to the Aldiko developper.
(if you do it and get an answer, I'd be interested in knowing it as well)

Stephen's right.
In addition to that, did you enable the opds feed in the advanced settings of Ubooquity ?

Problem reproduced on iPad. Seems like Safari doesn't like accents in its cookies.
Not very hard to fix, so it'll be done in the next version.