Splunk use the API to access to the ES Glass Tables, so you need to configure the no_proxy setting (and by the way http_proxy, https_proxy and ftp_proxy) at the OS level.
On most of linux you have to add in the /etc/environment file :
no_proxy="127.0.0.1, localhost"
These settings are the same as in the [proxyConfig] section of the $SPLUNK_HOME/etc/system/local/server.conf file.
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I had the same issue, and yes it was permission issue => Go to "Manage Apps" - "View objects" for Blue Coat app and change sharing permissions
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