Does the Agent support communication to the Server through a Proxy?
Currently the Agent does not officially support communicating with the Server through a Proxy. The Server Address (Console > Settings > System Configuration > General) must be added to the Bypass List in the Proxy's configuration.
On 64-bit Windows machines there are two separate "netsh" commands and settings. The Windows Agent is still a 32-bit application, and the 32-bit netsh must also be properly configured for the Proxy.