I just noticed something.
I downloaded the eicarcom2.zip from eicar.org
When checking the file from the context menu in explorer, the Live Grid notification disappeared.
I tried to find a pattern on some other clients.
If I downloaded the Eicar.txt which was found instantly the Live Grid notification didn't disappear.
When I tried to download the cloudcar test file from amtso.org the file was detected and the notification disappeared.
At this moment I am out of test clients, but I get the feeling that the message disappears when Live Grid is actually used.
BTW. The notification (including an Proxy Server unreachable Notification) started after updating to
ESET Management Agent
9.0.2141.0
ESET PROTECT Server
9.0.2144.0
on the Server and
ESET Management Agent
9.0.1141.0
ESET Endpoint Security
9.0.2032.2
on my clients