Honestly, much of the Google Analytics stuff is Greek to us, too. We only grasped it well enough to figure out how to add support for Analytics tracking in our cart and thank-you page, so when it comes to extra-weird stuff like GWO, well at that point, we don't know much if any more about it than you do.
If you can't get GWO working together with our standard GA integration, then you can just use the standard Google-documented tracking approach on all your pages (instead of using our customized GA tracking code at all), in which case we're not involved in your GA tracking, so you'd need to get any help required from Google support.
If having the "conversion" (thank-you) page on a different domain than your other pages is a problem, you can have E-junkie redirect buyers to a thank-you page on your own site after all checkouts, instead of using the E-junkie-generated thank-you page; that setting would be in Seller Admin > Account Preferences > Common Thank-you Page URL.
If you are selling downloads, you would also want some scripting in your site's thank-you page that would display the main contents of E-junkie's thank-you page (including the buyer's download links) in an iframe inside your page, as documented here:
function gup( name )
name = name.replace(/[/,"\[").replace(/[\]]/,"\]");
var regexS = "[\?&]"+name+"=([^&#]*)";
var regex = new RegExp( regexS );
var results = regex.exec( window.location.href );
if( results == null )
document.write("<iframe src=http://www.e-junkie.com/ecom/rp.php?noredirect=true&txnid="+gup('txn_id')+" style='width:100%;'></iframe>");
This would also mean that buyers who fail to click through past the end of checkout would not have their conversions tracked; however, buyers who do click through even before their actual payment is completed would still reach your site's thank-you page, which would track their conversion from your tracking code there.