Power BI Personal Gateway - no internet connection

[Kbersani]

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?