How can I run UT behind a firewall / proxy?
Yes, it is generally possible, but UT and the proxy have to be configured to match:
In your ..\UnrealTournament\System\UnrealTournament.ini, you’ll find the following entry:
Put in your proxy’s IP address and port.
This is all you can do from within UT. But in most cases, it’s the proxy’s settings, that cause the problem, not UT’s. These depend very much on the used firewall / proxy program.
Unreal/UT uses UDP at the transport level instead of TCP. So your firewall must be configured to pass the UDP port numbers that UT uses. The other problem with a firewall is that if it is set up for NATing, and you get a dynamic IP address on the internet side, it is possible for it to change during a game and that may screw you up.
To get your Sygate to work, you'll have to do a couple of things:
Open and edit the Apprule.cfg file on the gateway. That is where you open specific ports that UT uses to talk to the internet. Port 7777 will need to be opened for sure, and I'd suggest you open both TCP and UDP.
Run UT as a server on a different machine than your gateway. This modification won't help you if you try to run UT on the gateway computer.
Turn on interactive learning mode in the AtGuard settings. It will put up a dialog box everytime UT wants to talk to the net. Tell AtGuard to let UT do anything it wants, and you won't have any problems.
If you've done that, then look at what protocols & applications etc. you've currently got blocked, and permit them one at a time until you find the one that's stopping UT working.