Home products have to be online to update directly as they poll at regular intervals for them, they can't be updated manually as can the Enterprise version (except by right-clicking the taskbar icon and selecting 'Check for Updates' but an Internet connection is needed of course) .
On the product pages you will see that part of the System Requirements is an Internet Connection.
Sorry I forgot you asked about updating through proxy servers. There is an online KB about this HERE.
If that doesn't help & it probably wont then I suggest opening a case with Consumer Technical Support Chat, linked under 'Useful Links' at the top of this page & asking for immediate escalation.
However, updating through a proxy has always been a thorny issue (i.e. not possible) for the Consumer products and therefore I have asked for help internally with this.
Thank you very much for your information but the problem still persists.
I finally got a response from the McAfee people. Basically the home products weren't designed for this use and you should really be using the Enterprise or Small Business products when a proxy is involved.
That said, if the proxy is NOT authenticated (i.e. non passworded) then McAfee should work OK as it adopts whatever Internet Explorer's settings are.
Contact Technical Support Chat for further assistance. Link under Useful Links above.