Symantec Endpoint Security (SES) for Mac Agent LiveUpdate will not honor the proxy settings configured in the system policy. It, instead, attempts a direct connection. This only affects the LiveUpdate session as the SES for Mac Agent will still be able to communicate to the cloud and receive policy updates.
The SES for Mac Agent also does not honor the "Use a specified internal LiveUpdate server" setting in the system policy. The SES for Mac Agent instead attempts to connect to the default Symantec LiveUpdate servers.
Symantec Endpoint Security for Mac Agent.
This behavior is by-design for the SES Mac Agent. The SES Mac Agents are not intended to use anything other than the default LiveUpdate server (Symantec LiveUpdate) with a direct connection.
The only viable workaround is to allow direct connections to the Symantec LiveUpdate servers.
Enabling the SES Mac Agent to use custom LiveUpdate settings is planned for a future release. The release version addressing this issue has not yet been determined at this point in time.