Symptoms

Unable to connect K2 App on SharePoint Online with K2 server while using proxy servers with authentication. For example if you have an internal K2 server, a K2 server in the DMZ and the K2 App on SharePoint Online (SPO) and between the internal network and DMZ placed a proxy server. There could also be a proxy server between DMZ and the internet. 

Diagnoses

K2 does not currently work with proxies that require authentication, in particular with the code that calls out to Azure Active Directory. As a workaround it is suggested to temporarily use a proxy server without authentication.
 

Resolution

The ticket was linked to an existing feature request " Feature - "Authenticated proxy requirements", as mentioned before K2 does not work with proxies that require authentication, in particular the code that calls out to Azure Active Directory.