I might have created some confusion with the example of the push-proxy. My problem is not specific to the push-proxy (TPNS) but outbound connections from mattermost platform in general.
The security check does not work as well, as it needs to connect to an external address.
To visualize the status quo:mattermost platform -> || Firewall || (external Server, e.g. security check or TPNS)
(outbound connections are not allowed, while inbound are)
What i need:
mattermost platform \ || Firewall || -> (external Server, e.g. security check or TPNS)
-> our proxy-server /Outbound connections use our internal general purpose proxy server (which is allowed through the firewall)