For the new Virtual Proxy you created make sure you have:
1. Added a Server Node under Load Balancing (I only had Central Node to select here)
2. Added the machine hosting the SDK to the white list. I added the IP of the machine. (Under Advanced)
3. Ensure the 'Linked to proxy service' is set to Yes. To do this edit the Virtual proxy --> Associated Items --> Proxies -- Add link (This will link the Central node)
Doing these steps resolved the issue for me.
Hope this helps.