MSXML2.ServerXMLHTTP.6.0 send request - The connection with the server was terminated abnormally - win7

I have some code in an ERP system, going through a .Net wrapper calling a REST API. It is a JSON API. My code does not make sense to post directly since it is inside the ERP system. But the code is somewhat like this below.

Strange thing is, that it works on our test/dev site. It works at the customer site on a Win10 PC. But it doesn't work on a Win7 PC. That gives error: The connection with the server was terminated abnormally Errorcode: 0x80020009

It tried to disable all firewall on PC, but without result. Where to look?

Code: Dim objXmlHttpMain As Variant Dim strJSONToSend As Variant

strJSONToSend = "{""Type"":""Push"", ""Push"":{""type"": ""messaging_extension_reply"", ""conversation_iden"": ""<MobileNumber>"", ""message"":""Test""}}"


Set objXmlHttpMain = CreateObject("MSXML2.ServerXMLHTTP.6.0")

objXmlHttpMain.Open "POST", "https://api.pushbullet.com/v2/ephemerals", False

objXmlHttpMain.setRequestHeader "Access-Token", strAccessToken
objXmlHttpMain.setRequestHeader "Content-Type", "application/json"
objXmlHttpMain.setProxy 2, strProxy
objXmlHttpMain.setProxyCredentials strUser, strPass

objXmlHttpMain.Send strJSONToSend

Debug.Print objXmlHttpMain.responseText