Please try to add Internet DNS IPs in the proxy appliance through putty in the network settings.
Also by pass the proxy as most of the proxy are unble to process DNS request.
I also faced same issue and we do that and we get the forwarder ip list Get from Mcafee Agent properly.
If you have any query please contact us!
I´m facing the same problem. Have you already solved this issue? My proxy is already bypassed and required ports opened but I still can´t obtain IP list (same problem as you have).