In the salescloud console you need to use the “skuid:page” visualforce component method of doing redirects. Look here:
http://help.skuid.com/m/page-assignments-and-overrides/l/201793-using-the-skuid-page-visualforce-com…
and here
http://help.skuid.com/m/supercharge-your-ui/l/166801-using-skuid-with-the-service-cloud-console