I also had difficulty establishing up my lab due of routed connections; as @DanieleColi mentioned, try bypassing the proxy or any other connectivity configuration; it will work and allow you to set up.
In my instance, I was using the VMWare workstation Nat configuration, which was apparently blocking, so I switched to the Bridge configuration, which solved the problem.
This site has a valid certificate, issued by a trusted authority.
However, some parts of the site are not secure. This means information (such as passwords or credit cards) might not be securely sent to this site and may be intercepted or seen by others.
You may want to use the provided url to create the license and then use it during installation.
When request fails, you should have already locally the request file that you can submit using the site and get license file.
Look at note on step 12: Performing an evaluation installation