Proxy should manage outgoing connections in isolated environment
License Server can't contact JetBrains because it doesn't follow redirects provided by proxy.
Due to security reason it is required for the license server to be able to specify connection point itself. If connection is made via proxy, proxy is required to be transparent and requires to allow the server to reach JetBrains resources with all data passed as is including certificates provided by JetBrains resources.
The following configuration might be considered as possible solution:
Described configuration also known as DMZ (Demilitarized Zone) will work to let license server contact JetBrains and to keep developers' computers offline in the same time. If the configuration is not possible there is alternative licensing option for offline usage - offline activation code which works for products installed in isolated environment. They can be distributed as described in Licensing and Purchasing FAQ.