@mara7 Apologies for the delay in reaching out to you regarding this issue, As I understandIn order to troubleshoot further, we need further logs (above screenshot doesnt help).
You can refer to this article - https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/configure-proxy-internet?view=o365-worldwide to configure the proxy settings in a right way so that server communicates to MDE endpoint.
If this doesnt help, Please send me an email to 'AzCommunity@microsoft.com' with Sub - Attn: Givary and following details in the email body:
Link to this thread/post
We can connect offline and discuss further on this.