PowerProtect: Unable to deploy VM Direct Protection Engine due to initialization failure

The PowerProtect Data Manager appliance is used to protect the vSphere environment with the VM Direct Engine solution. The VM Direct Engine deployment in a demilitarized zone (DMZ) cluster fails during the initialization phase. The System Job status shows:

ProxySession unsuccessful during initialization. Unable to deploy and verify the vProxy my-proxy.my-domain.com. Unable to query vProxy status after 'Deploy'. Request unsuccessful. Unable to connect to External vproxy 'my-proxy.my-domain.com' on port '9090', the host service is not running.

Action : Deploy
TransportMode : HotaddPreferred
Vproxy : my-proxy.my-domain.com
Error : ProxySession unsuccessful during initialization. Unable to deploy and verify the vProxy my-proxy.my-domain.com. Unable to query vProxy status after 'Deploy'. Request unsuccessful. Unable to connect to External vproxy 'my-proxy.my-domain.com' on port '9090', the host service is not running. (0)
ProtectionType : VM
VproxyStatus : Failed

The /var/log/brs/vmdm/vmdm.log shows:

YYYY-MM-DD20:37:02.229Z ERROR [] [vproxyMonitor] [][][][TRACE_ID:b28dabec92e4fcae][] [c.e.b.v.v.s.VPEProxyService.updateTask(809)] - Update VM Direct Protection Engine failed 40be4802-972d-416f-b131-43890b6c32ac ManagedProxySession(state=Failure, id=32a99bf2-1c6e-47e7-aff1-4b26b7026cc8, error: code=0, text=ProxySession unsuccessful during initialization.  Unable to deploy and verify the vProxy my-proxy.my-domain.com.  Unable to query vProxy status after 'Deploy'.  Request unsuccessful.  Unable to resolve External vproxy 'my-proxy.my-domain.com' IP address in DNS server(s).)

The PowerProtect Appliance does not have access to the VM Direct Engine over port 9090.

admin@ppdm:~> curl -v my-proxy.my-domain.com:9090
*   Trying 192.168.9.131:9090...
* connect to 192.168.9.131 port 9090 failed: No route to host
* Failed to connect to my-proxy.my-domain.com port 9090 after 18548 ms: Couldn't connect to server
* Closing connection 0
curl: (7) Failed to connect to my-proxy.my-domain.com port 9090 after 18548 ms: Couldn't connect to server
admin@ppdm:~>