This sounds like your local DNS settings resolve your domain name to the server instead of going properly to the proxy. hmm, reading the question again, if the proxy is on the same machine, you might have some firewall misconfiguration.
Best long term solution is just not to rely on the wordpress cron and replace its use with the OS cron https://developer.wordpress.org/plugins/cron/hooking-into-the-system-task-scheduler/ .