Steps to reproduce:

Using Confluence 4.3.5 and JIRA 5.1.4

1. Create an application link between both products.
2. Get the Road Map gadget URL.
3. Add the gadget URL into your External gadget in Confluence.
4. Create a new page and try to add the Road Map gadget.
5. You'll see that you'll get a blank screen in the preview area like this - which cause Road Map gadget unable to be successfully added to Confluence page:
   

No workaround available at the moment. The issue persists even after GZIP compression has been disabled in JIRA & Confluence. The Road Map gadget can be displayed/rendered fine in JIRA server.

Last tested against Confluence 5.4.1 (bundled with Applink Plugin v4.0.11) with JIRA 6.1.7. There is no difference to the problem regardless if OAuth or Trusted Application is configured. Application link is working fine too as we've verified that JIRA Issues macro functionality is working fine.