sanity check, have you confirmed that the prlog4j2.xml that you edited is the one being used? Maybe you can test a generic log4j appender with AppDynamics jars, completely independent of Pega platform.
Not yet, since most of the your exercise is on the appdynamics side. Can I suggest you try Pega log4j jar in your generic test (outside Pega, u said it works)? If this turns out not working, then go ahead with an SR, we will need to investigate the difference btw your log4j jar used in your generic test and that of Pega.
Another point. I checked the appdynamics website, it says requestGUID injection support only for log4j and logback. In your generic test, did you use log4j or log4j2? It would be interesting to know. If for example, your test only works for log4j but not log4j2 (which Pega uses), then that explains the behavior.