AnyDesk application cannot establish connection with a remote host if NetworkLock settings are configured in DLP policy.
DeviceLock uses its own certificate to encrypt SSL traffic while some applications can work with a predefined certificate only.
Create the following exception in Protocols White List: SSL for Everyone group
Ports: 80; 443; 6568
For the updated information about which hosts and ports should be excluded, please refer to AnyDesk application support page: https://support.anydesk.com/Firewall