Active Directory Network Account does not have login keychain? I just bound my MacBook Pro to my Active Directory domain, so when I opened Mail and set up my email account, it asked if I'd like to remember in the keychain. Doing this on my other Mac on a local account, I said sure. It could not find nor create a login keychain using my network password. I have tried to make keychains, and they do not show up in Keychain Access.
In Directory Utility edit your Active Directory settings, under Advanced Options, check "Force local home directory on startup disk". I know this is disappointing as you probably want your documents folder to be your AD user folder, but it doesn't work.