Hi @Igortxu
you are exactly right, this is most likely a proxy wanting to inspect the SSL (https) traffic.
Here is a video that explains the issue in detail: Resolving Common KNIME Certificates Problems - YouTube
For a quick and dirty fix you can probably change the update sites to use unencrypted traffic (http):
Help → Install New Software… → Manage…
There, double-click the active URLs and change them from https to http.
Kind regards
Marvin