I turned logging on to level 5.
I validated the first variable gets set - see entry from the log file
Sun Oct 10 13:16:51 - 6276 - GenProxyRequestHeadersString: header XMYVAR: someval
But you'll notice the next entry in the log is the ProxyRequest... So it skips completely over the second RewriteHeader rule and goes straight to the Proxypass...
Sun Oct 10 13:16:51 - 6276 - ProxyRequest: WinHttpConnect someserver.com 80
Here's the contents of the iirf.ini file
StatusInquiry ON RemoteOk
RewriteHeader XMYVAR1 ^$ someval
RewriteHeader XMYVAR2 ^$ someval2
ProxyPass ^/test* http://someserver.com [I]
*** If I comment out the first RewriteHeader and leave the second one there, it processes that one fine...