Elgato targets , not corporate IT. Their design assumption: the user has a standard home internet connection with no proxy. Proxy support is simply not a user story.
You cannot block or monitor Elgato traffic via standard proxy rules. To control it, you must use: elgato bypasses proxy
Firmware updates may hang because the downloader doesn't recognize the proxy handshake. Methods to Bypass Proxy Issues Elgato targets , not corporate IT