Here is some info that I just happen to read that might help if you are using Google Anylitics/Ad Campaign. It may or may not pertain to your situation...
The redirect that is set up on your site is removing auto-tagging
information from your URLs. In order to track your site, Analytic uses
auto-tagging, which automatically adds a parameter to the end of each of
your AdWords destination URLs in order to identify visitors as AdWords
referrals. The tag captures keyword, campaign, ad content information, and
your ad's position when a user clicked it. The parameter used in
auto-tagging is called "gclid." However, due to your website's redirect,
the gclid parameter is being removed from the URL. As such, we're unable
to properly track visitors reaching your site through AdWords.
-DATA LABELED AS "(NOT SET)" REPORTED IN ANALYTICS AS ADWORDS CAMPAIGN
Occasionally, information related to a click can be lost even if your URL
has been properly appended with Google AdWords auto-tagging. This means
you may see some '(not set)' entries instead of keyword, ad content, and
campaign information, which could not be collected.
What the "(not set)" means is that there was no referring source set when
the visitor started the session. This can happen for a variety of reasons.
In your case, it seems to be the result of the visitors hitting a redirect
before landing on your site and the referral information gets lost due to
the redirect. Therefore, you should see this data disappear after you have
addressed the redirect issue by fixing your destination URL.