The latest version of the GitHub Branch Source plugin appears to have added some logic to use the Jenkins proxy configuration as part of the request caching logic. I have a proxy configured on my Jenkins server so that it can download plugins, but for internal sites the proxy is not required (and actually doesn't work). In order to get the new plugin version to properly ping my GitHub Enterprise instance, I had to modify my exclusion list and add a wildcard to the end of the hostname as well - *.<company>.com*. From looking through some of the code, it appears that the full URL is being passed to the createProxy(string host) function instead of passing only the hostname.
I supposed this could also be corrected by having the createProxy function try to extract out the hostname if it appears that a full URL was passed, but that function appears to have existed for a while without problems, so it seems that the fix probably belongs in this plugin.