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Your issue is related to your company using a proxy for certain outbound connections. I've hit the same issue before (am actually dealing with one right now). Contact your network security administrator and have them set you up with an IP or MAC ID based exception (IP if you are using on a desktop, MAC ID if you are using a laptop).
If your company's proxy requires a user name a password, is there any way to configure Alteryx to pass that information to the proxy server, thus allowing the download tool, or something like the Twitter search tool to then have access through the firewall / proxy?
My company requires a username and password to be entered to enable access to internal and external sites. How should this be addressed if the system settings are locked down and the user settings proxy is greyed out