Hi,
If you want Symantec Endpoint Protection Manager to go through a proxy server to connect to the Internet, you must configure Symantec Endpoint Protection Manager to connect to the proxy server. A proxy server can add a layer of security because only the proxy server is connected directly to the Internet.
To configure Symantec Endpoint Protection Manager to connect to a proxy server to access the Internet and download content from Symantec LiveUpdate
Configuring Symantec Endpoint Protection Manager to connect to a proxy server to access the Internet
http://www.symantec.com/docs/HOWTO55201
Manually register SEPM with the liveupdate.
To register SEPM with LiveUpdate:
Click Start, then Run.
Type cmd, then click OK. This will bring up a command prompt.
At the command prompt type cd and the path to lucatalog.exe. By default the command would be:
cd C:\Program Files\Symantec\Symantec Endpoint Protection Manager\bin
Enter the following:
On SEP 12.1 lucatalog.exe -forcedupdate
To know more refer this article: http://www.symantec.com/docs/TECH171060
Also can try to update SEPM manually using .JDB file and see if subsequent updates does take place automatically or not.