There seems to be problem with cookie-param when the cookie is NOT set. The error is

[XPDY0002] No value assigned to $c.
See code below for an example.

I understand the restxq stuff is in development/experimental and I wonder what plans you have in that direction?
I think there are issues/limitations with the url limited to restxq/ and that xqm can be accessed directly (as text) etc, but one limitation of the spec seems to be that one can read a named header or cookie ( chosen at design time ) but not list all headers in the request.
I wonder if an extension to get the full serialization of the request in the http:send-request response format might be useful. e.g.
%rest:request("{$req}")

/Andy

declare %rest:path("/showcookie")
%output:method("xhtml")
%rest:cookie-param("abc","{$c}","a")
%rest:query-param("answer", "{$answer}", 42, 43, 44)
function test:showcookie($c,$answer)
{
         <rest:response>
           <http:response status="200" />
       </rest:response>,
       <div>showcookie *{$c}*
       <div>answer *{$answer}*</div>
       </div>
};

declare %rest:path("/redirect2")
%output:method("xhtml")
function test:redirect2()
{
         <rest:response>
           <http:response status="301" >
             <http:header name="Location" value="http://localhost:8984/restxq/showcookie"/>
            <http:header name="Set-Cookie" value="abc=cookme"/>
           </http:response>
       </rest:response>
};