If I recall correctly I got around this by deleting everything under the C:\Users\brettm\AppData\Local\Adobe\AAMUpdater\1.0\Install directory and whitelisted the following address in our proxy server. Then I started all over again and it worked. It always failed towards the end of the build so I can only assume it was doing some final checks with Adobe servers to make sure I had the proper licencing or something like that. Hope this helps.
ccmdl.adobe.com:80
swupmf.adobe.com:80
swupdl.adobe.com:80
https://na1mbls.licenses.adobe.com
https://ims-na1.adobelogin.com
https://adobeid-na1.services.adobe.com
https://na1r.services.adobe.com
ccmdls.adobe.com:443
ims-na1.adobelogin.com:443
na1r.services.adobe.com:443
prod-rel-ffc-ccm.oobesaas.adobe.com:443
lm.licenses.adobe.com:443
www-du1.adobe.com
Regards,
Brett.