When using Safari on the latest Mac OS Sierra I'm unable to access any website when using McAfee proxy. On this same OS, with Chrome everything works fine.
If I switch to bypass proxy I'm able to access all the websites without any issue.
Using the same proxy, I'm able to access internet using El Capiton Mac OS version.
What could be the reason with the latest Mac OS El Capitan ?
Please create Rule engine Trace to verify what exactly fail when you use Mac OS El Capitan. Most likely it will be related due to authentication 407 request send by proxy.