Ok, I think I found something - apparently (according to this), WinHTTP.WinHTTPRequest.5.1 only looks at the first Location header (not the last link in the chain of redirects).
It is recommended to use something like this instead:

Option Explicit

Dim GetLocation
Const SXH_OPTION_URL = -1

Dim h
Set h = CreateObject("MSXML2.ServerXMLHTTP")
    h.Open "HEAD", "http://google.com/", False 
    h.send
GetLocation = h.getOption(SXH_OPTION_URL) 'final URL even if redirected

MsgBox GetLocation
Tried to just change WinHTTP.WinHTTPRequest.5.1 to MSXML2.ServerXMLHTTP, but that doesn't work. Any chance you could help me tweak the code to look at the last link in the chain of redirects?

Thanks so much!