It turned out to be lack of configuration for the http proxy access.
The following thread helped me: http://social.technet.microsoft.com/Forums/en-AU/appvbeta/thread/670de585-672a-468c-963b-9da0beb62f29
I had to run the command: "proxycfg -u" in order to copy the IE Proxy settings to the WinHttpSettings that are used machine wide (not user session wide).
In my case the ServiceHost is running under a different account (Local Service) so the IE proxy settings were not being set correctly. Also, the CRL needs to know the proxy settings as well, so this proxycfg app fixed it because it allows to set the proxy
configuration machine wide.
Right now my service is relayed through the AppFabric ServiceBus with ConnectivityMode.AutoDetect in order to work in both allowed tcp connections scenarios as well as more restricted scenarios in which an http proxy server might be used. Just configuration
work, a single setting! Awesome! :)
Hope this helps!
Regards
Tiago