Normally, Internet access is not possible on the Vault server. Among other things, because it is required by the standard and the Vault server is a critical attack target for companies.
However, the Vault Gateway Manage function in the ADMS Console requires logging in with a Vault ID. And that's just to call the function. When after that the dialog box appears, you have the option to set up a proxy for the service account. When specifying the service account, you have to log in to manage.autodesk.com again.
My suggestion and urgent request is to turn off the first superfluous login so that the administrator can make the proxy settings without internet. Once the proxy setting is made, the service account can then be set up via the existing Internet.