After installing Symantec Endpoint Protection client enabled Download Insight on the Windows client, the downloaded files from the web server configured as Trusted Internet Domain Exception are detected.
If Internet Explorer downloaded files through a proxy server, the downloaded files has the proxy server IP address from origin.
Client machine has the proxy setting in Internet Explorer.
Please add a proxy server's IP address as a Trusted Internet Domain Exception with a trusted web server enties.
Or please add a trusted web server in the Exception section in Proxy server section on IE settings.