In case you used Apache HTTP proxy which is part of our installers, you should follow following steps: https://help.eset.com/esmc_install/72/en-US/apache_configuration.html where in short you have to:
enable port 2222 in case it is not enabled already (depends on version you used)
enable connections to your hostname (hostname where AGENT are trying to connect) - by default, only connections to ESET domains are enabled due to security, therefore using proxy for replication connections requires manual steps.
Please temporarily enable debug logging verbosity both on the client and server and then send a wake-up call. If it fails, disable debug logging and upload trace logs from both the client and server.