Since you are able reach this site, your firewall should allow updates (including SVQ files), UNLESS your firewall has specific rules for the makemkv program itself. As far as I am aware, MakeMKV will use the same proxy settings as Internet Explorer, so the proxy should not be an issue.
My browser (and all other program's that need internet) has an option to set an proxy server. So I can access it. I didn't set an system wide proxy. If I do