Earlier quoted context omitted.
Yeah this is a good call-out. If the site is being used for drive-by or targeted malware there are other checks that may be happening alongside the redirect such as user agent, country of origin (like you mentioned), plugins installed, OS, or even time of day. If they detect something that matches what they want, they may throw some intermediate 301's to pages that attempt to infect the user with something still ulti…
Just a note 301s are super sticky and browsers cache them even across incognito modes. Your best bet is to use a new browser after reconnecting to avoid false results.
In my experience, this solves the sticky 301 issue and you should have no issues with cached 301s anymore.
Works perfect for these kind of investigations or if you made a mistake during site development.