I see you discussed with James, our Tableau Online Tech support, and that you investigated that matter together.
Your set up looks correct, on the Tableau side of things and I'm glad the workaround you found is working.
Let us know when you've heard from the WDC provider, to work with the firewall settings!
Lénaïc RIÉDINGER, Global Community Engineer Tableau
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Are you able to share a little bit of the details about how to solve this issue for others in the community?