Not sure why is that hard to look into documentation:
From Microsoft documents we get the needed URL's, so were you allowing those or?
Proxy configuration
If your organization restricts computers on your network from connecting to the Internet, there is a set of URLs that need to be available for devices to use Microsoft Store. Some of the Microsoft Store features use Store services. Devices using Microsoft Store – either to acquire, install, or update apps – will need access to these URLs. If you use a proxy server to block traffic, your configuration needs to allow these URLs:
Store for Business requires Microsoft Windows HTTP Services (WinHTTP) to install, or update apps.
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