Software Center does not download locally Office 365 files

Since the whole package is quite large (around 2.2Gb) thus its quite challenging for a remote area.
Thus, I figure out a way to deploy only the setup.exe and the configuration.xml file which only taking 5Mb of total size.
From then after its deployed, the machine will then locally run the command setup /download configuration.xml to perform the download.
However, here when it become an issue, the download does not go through, only an empty folder was downloaded (Office > Data )
Attached is the log file.

Noticed on the error below;
02/21/2019 22:07:36.063              SETUP (0x47d8) 0x1f3c                   Identity Http Client          a9ido     Medium                [HttpUtil] IsKnownProxyError {"SH_ErrorCode": 12007, "Message": "Detected a proxy failure"}

02/21/2019 22:07:36.183              SETUP (0x47d8) 0x45d8                  Identity Http Client          bbvo3   Monitorable                [HttpWin] sendInternal {"Message": "WinHttpSendRequest failed", "Url": "https://client-office365-tas.msedge.net/ab?","SH_ErrorCode": 12007} 

I have added all the site below to the trusted site, but with no luck.
*.manage.microsoft.com, *.officeconfig.msocdn.com, config.office.com

Please note that my organization are using proxy to access the internet.

I have tried to set the proxy to winhttp only however this is not ideal as it affected out Direct Access connectivity.

Thus, I have tested with a computer that is not by our organization standard and set the same proxy. Apparently this is working fine.
Here what i notice the different between our standard organization OS build with non standard
OS Build 17134.407 = standard
OS Build 17134.590 = non-standard

Thanks.