Outlook on The Web Prompting for Credentials from my Web Proxy

Recently we begain moved about our users to our new Exchange 2016 infrastructure. We begain to get a few calls from some users that they were being prompted for credentials whenever they would open an email in Outlook on The Web that contained external embedded content. In our eviroment a lot of our generic workstations and if you want to go out to the internet, you must provide you AD username and password. upon further digging, we found that Outlook on the Web will send multiple GET requests prior to being prompted for credentials. The only way to work around this issue is to open a website and go to site such as cnn.com to get authenticated. Once authenticated you will be able to open an email with embedded content.