It is possible to connect a downstream WSUS server via a proxy on a mid-stream device running the proxy. I have seen this done and have some tips:
Ensure that ports 8080 and 8531 are not being blocked by the proxy or firewall.
Ensure that all clients are connected to the proxy server for external connections only.
In order to connect a downstream server to an upstream server:
1) On the WSUS console toolbar, click Options, and then click Synchronization Options.
2) In the Update Source box, click Synchronize from an upstream Windows Server Update Services server, and then enter the server name and port number in the corresponding boxes.
3) Under Tasks, click Save settings, and then click OK when the confirmation box appears.
You may be interested in this document:
I hope this answers your question.
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