Unable to add office 365 email account at outlook 2010(SP2)

Hello,

 We are unable to add office 365 email account  at outlook 2010. Refer error to the below screen shot. Our environment is using TMG proxy server. Not too sure which ip and port need to allow at TMG and firewall. Some IP address and links are already allowed which is recommended from office 365 website. We have tested other domain in our network which is using office 365 it's worked. It's only facing issues on 1 domain. Any help??? Thanks.