Symantec Endpoint Protection (SEP) for Mac does not update definitions when a proxy is in use.
This issue was fixed in 14.2 RU1, however 14.2 RU1MP1 does not use proxy again.
This issue is fixed in Symantec Endpoint Protection 14.2 RU2. For information on how to obtain the latest build of Symantec Endpoint Protection, see Download the latest version of Symantec software here.