Creative Cloud, an Adobe application, does not always work with proxy interception.
Creative Cloud uses both port 80 and port 443 to connect to multiple servers and does not seem to be using compliant SSL protocol over port 443, which causes the problem.
Refer to the Adobe forum topic:
There are problems with using Creative Cloud over a proxy on HTTP and HTTPS.
Bypass server IP addresses from the proxy. Refer to local region Adobe support with further questions.