You need to enter the proxy settings of the network you are in.
Here is the version 8 picture of the place where to enter them while opening Studio Pro. In version 9 it looks similar.
In our corporate network the version of the proxy server and Mendix were not compatible and I had to find another proxy (apart from the default proxy) to get it working.
In the end, I created a batch file that (temporary) edits the proxy registry settings in Windows. I run it just before opening Studio Pro. I can mail the batch to you if you leave me your contact details (email@example.com).
You might have similar problems calling REST services and using tools like Postman. For that the batch also works. But first try setting the proxy settings like mentioned here: https://docs.mendix.com/refguide/preferences-dialog/ (Advanced tab)
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