I got Siri to work by adding the following to my wpad files:
if (shExpMatch(url, "guzzoni.apple.com")) ||
shExpMatch(url, ".guzzoni-apple.com.akadns.net"))
return "DIRECT";
Basically, it's bypassing the proxy but that's all I could find.
This is where I found it:
https://apple.stackexchange.com/questions/253843/siri-on-macos-behind-a-corporate-proxy#253947
and
https://blog.mansshardt.net/siri-ios-macos-hinter-squid-proxy-zum-laufen-bringen/
You will need to use google translate unless you know how to read German.