Hi,
Thanks for posting in Q&A platform.
Please understand, due to environmental limitation, we do not have such proxy device and cisco VPN client to test in our lab. It is hard for us to reproduce and analyze this issue from Q&A platform support level. And for your issue, it would be better to collect network traffics from both Windows client and proxy server side simultaneously for further troubleshooting. However, analysis of network traffic is beyond of our forum support level.
If your issue is urgent, I would suggest you open a case with Microsoft where more in-depth investigation can be done so that you would get a more satisfying explanation and solution to this issue.
Also, in this way ,they can have a clear picture about your issue and your environment by phone communication and live share session.
You may find phone number for your region accordingly from the link below:
https://support.microsoft.com/en-us/gp/customer-service-phone-numbers
Best Regards,
Sunny
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