When downloading ISOs from Microsoft, (using the download manager) the manager will not install when using the proxy. Any ideas?
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If you do a Search > Recent Activity Search by user (and enter the username if integrated with a directory service or the IP address if not), do you see any blocked sites relating to Microsoft?
One possible reason could be the installer is using byte-range requests to download Microsoft download manager. Byte-range requests are explicitly blocked unless the URL is trusted for security reason.
If you find the URL it uses, then you have the option to add the URL to Local Site List and override the risk class to Trusted, which should resolve the issue.
Cheers,
P Parker, aka Ivan M