My integration issue was a cookie problem. The only problem I have now is that doing a wiki->login sends me to the forum after login and not back to the wiki.
As for the cookie issue there was nothing pointing me to this problem. I didn't uncover it until I started outputting the cookie info.
Below is the cookie I was seeing:
Auth_SMF.php unserializes it and there were no values in the variables id_member and password.
In order get a cookie like this:
I had to turn off "Enable local storage of cookies".
These are my settings which work and integration works fine now: