The thank-you page URL/link uses https:, so ideally any third-party tracking code should use https: as well.
BTW, if you use our built-in Affiliate program features, we can credit Affiliates for referring a sale even if the buyer does not choose to continue past checkout to reach any thank-you page.
http://www.e-junkie.com/ej/help.affiliates.htm
We also just launched a new Affiliate feature, where you can set one commission percentage and choose to issue each Affiliate a single Hop Link for all your products at once -- look in Seller Admin > Edit Affiliate Program Settings for those configs. :^)