Is your proxy doing SSL inspection?
If so, you may have problems because the Splunk process will not be able to validate the connection to splunkbase. - This could explain why the connection is failing using SSL
There are several workarounds you could apply, but in my experience request an "inspection-bypass" from your security team was the path of least resistnace, albeit with a business justification.
None of that explains why splunkd crashes with the alternative - that is not something i have seen before.
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