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You should configure Explicit group update provider.
It is important to understand that now the clients have ability to roam to a GUP outside of their own subnet, rather than their ability to find a nearest GUP. In previous SEP versions, the clients would only connect to a GUP outside of their own subnet, if such a GUP was configured as "backup" GUP.
Explicit Group Update Provider:
It will allow clients to use specific GUP's outside their subnet.
Only configurable through SEPM
This is not auto discovery feature
Path: SEPM --> Policies --> Liveupdate Policy --> Edit liveupdate setting policy --> Server Settings --> Group Update Provider
Refer this article:
SEP 12.1 RU2 And Explicit Group Update Providers
https://www-secure.symantec.com/connect/articles/sep-121-ru2-and-explicit-group-update-providers