Yes there are some errors, although the same problem doesn't occur when I'm connecting the Eset Security Software trough the Proxy I've setup. It connects to the server just fine, but the agent doesn't.
The error:
era.common.services.authentication.rpceenrollmentrequest on connection: host: "OUR HOST" port: 2222 with proxy set as: Proxy: Connection : 3128, credentials: name: , Password *****, Enabled 0,EnabledFallback:1, failed with error code: 2, error message: Failed to create subchannel, and error details: