I'm getting this warning msg. in Google webmaster tools

 Incorrect rel-alternate-hreflang implementation 
In particular, there seems to be a problem with missing or incorrect bi-directional linking (when page A links with hreflang to page B, there must be a link back from B to A as well).

This msg. seems pretty straight forward, but when checking their example pages, I'm not finding anything wrong. I'm using alternate for translation of main site menu, titles, etc.. In each page I have this:

 <link rel="alternate" hreflang="en" href="http://mydomain.com/page" />
<link rel="alternate" hreflang="jp" href="http://ja.mydomain.com/page" />
<link rel="alternate" hreflang="ko" href="http://ko.mydomain.com/page" />
<link rel="alternate" hreflang="th" href="http://th.mydomain.com/page" />
<link rel="alternate" hreflang="es" href="http://es.mydomain.com/page" />
<link rel="alternate" hreflang="pt" href="http://pt.mydomain.com/page" />

I've double checked this exists in all the 6 pages. This is the first time I've seen this msg although I've implemented this at least 6 months ago, and implementation hasn't changed. Is there any way to check a specific set of pages for these things? Am I missing something in my implementation?

We're auto-redirecting people from a location to their specific language, and give them an option to manually change this. I've also just found out about the suggestion for Vary HTTP header - is that relevant and important here?