Mini pager work with ajax but not full pager?
This sounds like a theme issue, try switching to Bartik and seeing if the issue is resolved. For example Omega provides its own theme() function for full and mini pagers.

The class pager is required on the UL element for pager AJAX to work properly. Review your theme and make sure it is properly theming the full pager, or open an issue on the Drupal.org project page.