I cross referenced your forum user account settings with your BPS Pro account and found this domain (obfuscated): bxxx-markxxxxxxxxxx.de. I ran Web-Sniffer tests and all of them passed with 200 OK Responses so I don’t think any of the original things I thought were the problem are actually a problem (with the exception of allowing HEAD Requests).
I believe this is going to be a Plugin Firewall issue/problem and probably you will need to whitelist the Proxy IP address using the Plugin Firewall additional whitelist tools.
Deactivate the Plugin Firewall for testing and manually test running the Host Monitor check if that is possible. If that is not possible then wait 30 minutes for the next automated Host Monitor check to see if the Monitor check is blocked or allowed.
http://forum.ait-pro.com/forums/topic/read-me-first-pro/#bps-pro-general-troubleshooting