I haven't done a network capture yet. However, most other downloads work fine. The proxy always waits for the complete download to complete, so that it can perform a virus scan before forwarding it to the client. For the affected products the download is obviously too slow to download the file within 100 seconds, check for viruses and then forward it to the Patch-My-PC service. I currently assume that adjusting the proxy timeout to e.g. 300 seconds could solve the problem.
However, I will check again in the next few days via network capture whether there could be another cause.