Ah, ok. I think it is a combination of things (as they usually are), speaking to the guys here it seems the proxy here uses a set of redirects to do its work, and I have a feeling that this, combined with the other redirect is cause the HTTPClient to decide its got a circular redirect and gives up.
I've installed SonarLint at another office, and it all worked fine. I think I've also installed other plugins at this office, and its been ok.
So might need to find another way. Do you know if there is a download of the SonarLint plugin other than through the marketplace? Maybe I can do the install manually.
Thanks,
Matt