It certainly looks proxy-related at this point... which version of ePO are we talking about? Are you able to reach the download site from a browser on the ePO server?
It may not be a direct match for your symptoms but you can try the solution outlined in KB71126 - it may be relevant.
I am able to reach the sites from the browser , and am on ePO 4.6.
I have tried the suggestion in the article but still have the same issue
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In that case I'd definitely open a case with Support for this. It looks at first glance like proxy authentication is failing, but I can't immediately see why. (You'll need debug-level logging and a Wireshark trace of a failing session, I would imagine.)