In older versions of R install.packages used to not work behind corporate firewalls unless you run setinternet2(). What the function setinternet2() does is that it tells install.packages to use the Internet Explorer proxy settings (whatever that means).
In Julia I am running into the same problem, where Pkg.add usually works but Pkg.clone and Pkg.update doesn’t. Can’t the latter two be made to follow the internet access method of Pkg.add?