Bummer! I spent a lot of time on this and finally resolved the issue. Below are directions on how to do it on a WatchGuard. If you have a different firewall it may be a bit different.

1) Connect to the firewall using Watchguard System Manager
2) Open the Policy Manager
3) Double Click on HTTP-Proxy
4) On the Policy tab or Properties tab click on the View/Edit Proxy
5) Under HTTP Response click on header Fields
6) Please add the following entries;
· X-LLCC:*
· X-Machine:*
· MicrosoftSharePointTeamServices:*
· O-Signature:*
7) Save the configuration to the firewall.
8) Test on client machine.

Let me know if it works!