To locate your problem, you may want to start by looking if the AJAX request is done, or if any problem appends during the request. What does the console give you on the request ? Aborted ? Cross-origin problem ?
You could also use the "on error" event in C2 to check if the request goes ok or not.
I tried the same thing you did on a userscript (cross domain AJAX, displaying the return) and had to change my way of allowing cross origin depending on the server I used. This may be also your case, not all servers allow the use of this header, some will make you use an htaccess instead.