I had a Java app pointing at a Forcepoint (formerly known as Websense) proxy server. The proxy server wasn’t working, and the app was giving me a 407 error.
We had Websense set to require NTLM authorization, but it turns out Java won’t do NTLM, so the Java traffic wasn’t even showing up in the monitor.
My workaround was to have users open a browser, then go to any web page immediately before opening the app. By letting the browser authenticate for it, the Java app worked thanks to Websense having the credentials cached.
If you want, you can launch the applet with a batch file that uses IEcapt to hit any web page, then starts the applet.