Im facing the same problem. WStore is working using LAN, but with GP is not working. Error:" you need to check internet". We have 0.0.0.0/0 through GP.
How did you solve this?
You need to set these settings VIA GP / Or Local policy for testing
Open up gpedit on your local device
Computer Configuration/Administrator Templates/Network/Network Isolation
Enable Subnet Definitions are authoritative
Private Network ranges for Apps Enable
Then add your internal network subnet range IE 10.0.0.0/8
Restart your device and hopefully your windows store is working
Rather than duplicate my post from MS TechNet, I've decided to link here. I've posted my (possibly incorrect) analysis of 'WHY' this issue happens, and 'HOW' the group policy "fixes" the issue.
I admit fully my assumptions could be wrong, but I have done quite a bit of (somewhat fruitless) digging with Microsoft on this one.
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