Indeed this will be a TAC case. Reason I think why it works via proxy is because then the proxy will set up the connection and will download the packages.
Best is to make a packet capture on the gateway and if possible on client. The packet capture in the logs is sometimes not enough for TAC.
You can try without but i think it makes life more easy for the TAC engineer.
You are lucky it is HTTP, if it is HTTPS we needed to share a decrypted packet capture for TAC.
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