The login gateway is all set. I can login to my Pyramid application with Shibboleth and pull headers, but all I see is a few Cookies '*shibstate*'. 

I do not think these cookies are the attributes, but please clarify. I have started trying out Pyramids sessions, "UnencryptedCookieSessionFactoryConfig" but let me know if I'm on the right track - If I need to use shib session to store attributes.