That's an interesting one. And actually reveals a slight difference in how it is being updated.
When you use the "Update" inside the AV Client it is different than if you used a scheduled task to update.
When you click "Update" from the client GUI the engine uses the Proxy settings listed in the AV client.
When starting the update from the console, it sends down a Vulscan Task to run "LDAV.exe /update"
It sounds like it only fails when the Kaspersky agent itself tries to get the definitions. This will require some additional troubleshooting. I recommend you open a support ticket with LANDESK support as we'll likely need to get Kaspersky's help to figure this one out.