For some reason, while the mtgox module works fine (filled orders not cleared but that a minor bug), I've never been able to make BTC-E display anything. The API key and secret are fine, have all the right on BTC-E but nothing is displayed.
Sorry for the late reply, I went back through git revisions and couldn't reproduce the error.
That is weird that the log would show requests but no responses. I suppose I'll move the internal logging points around bit so in the future I'll know if replies are being received but dropped internally, which seem the most plausible explanation.