No problem.
Sometimes two ISPs will have trouble talking to each other, it is usually a routing problem somewhere upstream, but once they know about it, their network techs will be able to figure it out.
The fact that an external proxy worked, though, and an internal proxy did not, makes me suspect that something might be wrong locally. If you have not tried it yet, try resetting your router/broadband modem. Sometimes those devices can get a corrupted routing table, and screw up connectivity to some IP ranges.