Qlik Sense is built in Chromium Embedded Framework as is essentially a wrapper around a web deployment.
Try to access http://localhost:4848/ and see if that works, if not then you most likely will have to open up port 4848. However it should be enough to let it communicate internally within your machine without exposing it to the internet.
They've been helpful but unfortunately, there must be some problem with my Windows 8.1 configuration.
It seems that the Sense exe is gathering the PROXY settings from window's configuration, but our Enterprise policy enforces it to use the company proxy for every connection, so even that it is a LOCALHOST connection, it will try to navigate through the proxy and it will reject the connection.
We've been monitoring it but it's unable to open port 4848 and using NETSTAT shows us that the port is not open.
I'll keep investigating.
Try to add an exception to the proxy by clicking in the image that Mike has uploaded "Bypass proxy server for local addresses".If you can, right click on the Qlik Sense Desktop icon and select "Run as administrator".
Finally, go to Internet Explorer, Internet Options and add localhost to the Trusted Sites.