Power BI Personal Gateway - no internet connection

When starting the Power BI Personal Gateway for the first time it brings up "Pleaswe Sign in to PowerBI.com The Gateway can't be configured unless you are signed in". When I hit next I get the following error "Filed to sign in to PowerBI.com. No Internet Connection"

We are running a proxy and have attempted to point the following config files to the proxy:

dmgcmd.exe.config

diacmd.exe.config

diahost.exe.config

GWConfig.exe.config

with the folllowing code:

<system.net>

<defaultProxy useDefaultCredentials="true">

<proxy proxyaddress="http://proxyIP" bypassonlocal="true" />

</defaultProxy>

</system.net>

Wire shark and tracing show no internet activity comming from the the data managment gateway service, has anyone else run into this issue?