Update Compliance not getting updated info from clients

Simeon_Hemus , 

If you have the machines set correctly, I would start by making sure you do not have any network configurations that would block communication to the services.  Assuming there is no network routing related issues and your configuration is definitely applied, I would suggest going ahead and opening a support case and having our support teams help.  If you have Premier support, you can do this by contacting your CSAM (TAM) for assistance, if you do not have Premier, you can open a support incident here: Contact Us – Microsoft Support.