an idea may be that Outlook notices that it is unable to connect trough MWG as a reverse proxy and tries to fallback to some other port to establish a connection. Since ISA seems to let all traffic pass maybe there is no need for the connections on port 6001/6002. Unfortunately I am neither an ISA nor an Exchange expert, so I can only guess.
The main question for me would be why MWG does not forward all traffic as expected. Does MWG show any trace of blocked requests? Do you know whether Outlook speaks native HTTPS to Web Gateway? In case it tries to tunnel some other protocols through HTTPS MWG will break those connections due to SSL Scanner most likely. ISA may be clever enough to simply pass the traffic.
Can you access the host you enter in Outlooks setting from a browser? Is OWA working through MWG?
i also have a problem connecting to OWA through reverse proxy. My problem are MAC Clients with Outlook for MAC or mail for MAC. This is working with an Microsoft ISA Server or with a direct connection to the Microsoft Exchange server.
But it is not working through MWG. Perhaps this is a similar problem with my configuration, because i also have troubles with authentication.
Did you come to any solution yet?am facing same issue as well.