After installing Jenkins and configuring the authenticating proxies (require a userid and password) and adding the DST Root CA X3 and Let's Encrypt Authority X3 certificate into the JENKINS_HOME/jre/lib/security/cacerts file, I am still told that Jenkins is behind a firewall even though on the proxy settings page I can click on advanced and validate proxy for https://jenkens.io.

I did a packet trace and I found out the following:

When attempting to connect to GET http://updates.jenkins-ci.org/update-center.json?uctest HTTP/1.1 and it responds to the http 407 proxy required NTLMSSP_CHALLENGE it will respond with User: DOMAIN\COMPUTERNAME$ instead of DOMAIN\USERNAME as it did when pressing the validate proxy button.

This would indicate that the wrong userid is passed to the request (not the one configured in the proxy.xml file).