Problem with wpad.dat

First some background: I'm using a wpad.dat file to configure client proxy settings. The file is hosted on a win2008R2 server and clients get the proxy setting from the DHCP server.

The wpad.dat file basically directs http requests to the internal network or to the external Internet-facing proxy, depending on the URL requested. Everything works fine except for one particular website. The domain of the website looks like it should be an internal address, but it can only be accessed over the Internet. So there's a rule for this URL in the wpad.dat file.

So here's the funny thing - if I set a client browser to automatically detect proxy settings, I can't get to the website. But if I configure the browser's proxy setting with the URL of the wpad.dat file, the web page loads fine.

I have no idea why this happens. I've tested with firefox, chrome and IE9, and I get the same result. There's only one wpad.dat file on the server, so clients must be getting the same file.

Any advise would be appreciated.