Kamen Sotirov Thanks for reaching out. Have you reviewed whether your VM where you are installing the OPDG has any proxy server? This document covers how you can verify whether the proxy is there on the VM and how you can setup the proxy configures on the OPDG. The error would observe when there is proxy server in between as documented here. Please review this document to know whether there is proxy server used on your VM so you can eliminate that this is not the proxy issue.
The following post on superuser.com discusses how you can try to determine if you have a proxy on your network: How do I know what proxy server I'm using? (SuperUser.com).
Once you have eliminated that this is not the proxy issue then the OPDG logs needs to be reviewed to get more details on the issue. To troubleshoot this further once you have eliminated the proxy issue, I will suggest you to create a support request so the logs can be reviewed over one on one support. In case if you don't have the support plan then please let me know so I can enable one time support request on your subscription.