Hi anonymous user,
To answer your questions:
1)The request go via the on-premise server.
2)Web front end server will integrate with Client to access the SharePoint app store.
For your issue, please use Fiddler to find any clues like this:
If an Answer is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.