Adding the option listed below will enable "verbose" logging for the Gateway when it's connecting through Proxyhost.exe. This only happens when a direct connection to the core is not available.
Edit the Broker.conf.xml file (see note below) located in the C:\Program Files\LANDesk\Shared Files\cbaroot\broker folder and add the "verbose" line in the screen shot below right after the root entry. 
After adding the "Verbose" line reopen BrokerConfig.exe (if it's already open) and request a certificate. Enhanced logging will now show up in C:\Program Files\LANDesk\Shared Files\Proxyhost.txt.
Note:Broker.conf.xml is only generated when a change is made and the "Update" button is selected in Brokerconfig.exe. The application should then be closed and reopened so that it can reread the updated configuration file.
To get Broker.conf.xml to show open Brokerconfig.exe and click the CSA Information tab, Click any of the three options at the bottom, then click the original setting to change it back. The update button is now available to click.
