If you have spread the MySite and a web application into separated SharePoint Web Application and both of these is using AD FS for authentication. You maybe noticed that you are not able to load user profile thumbnails from the MySite. This is because a token is not issued from the MySite web application and Cross-Origin Resource Sharing (CORS) that is a security measure.
But luckily Microsoft have acknowledged this and have added a PowerShell command that allows to load pictures/resources from other SharePoint web applications on the same farm.