Threat Management Gateway (TMG) and its predecessor ISA do not allow HTTP traffic across a VPN. This can be quite an issue if you are using web based services like SharePoint and external users are accessing this service across a VPN.
To resolve this issue you need to disable the HTTP Web proxy filter.
To do this open the TMG Management Console and open the Protocol Properties for HTTP and Click on 'the ‘Parameters’ tab.
Untick the ‘Web Proxy Filter’ box and then apply the change to the protocol and then the Firewall.
You will now be able to send and receive HTTP traffic across the VPN.
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