CAB does not support the use of a Web Proxy in between the CSP Client and the CSP server. Does not support in this case means just that, not that the CSP Client does not work with proxies. The CSP Client uses the client OS settings for proxy configuration if those are present, but the CSP client is an application that uses HTTP and HTTPS as a communication protocol, it is not a Browser.
Web Proxies (not many, but some of them depending on configuration) often make assumptions about the client, one such assumption is that the client is a Browser so that if something is not to its liking it might not return the intended data nor an actual error, but instead says ok and returns a web form of some sort that the actual user is supposed to read and act on. The CSP Client has no way of dealing with that behavior.
In other cases a Web Proxy might decide to act in some way that if the client were a browser the user would notice a visual error and perhaps complain or perhaps just ignore it, but to the CSP Client that would indeed be a real error since there is nothing “visual" about its communication. Often the authentication between client and server are affected since proxies tend to demand authentication from the user, one way or another, when authenticating to the CSP servers the client uses NTLM authentication and this might interact badly with the proxies own authentication demands.
Given all the possible causes for Proxy-related errors CAB cannot give support on how to solve this kind of problems with any given proxy, all we can do is tell when a reported problem is highly likely to have been caused by proxy server communication errors (mostly noticeable if CSP Client error logs contains 401 or 407 HTTP-errors) and recommend that CSP Client traffic is not passed through a proxy.
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