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?
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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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