WORKAROUND:
Login to the Diagnostic Server host as the Diagnostic Server owner account. Next, whitelist the following required URLs from the Diagnostic Server host:
https://api.spotlightessentials.com
https://authzp.spotlightessentials.com
https://dsmetadata.spotlightessentials.com
https://id.quest.com/
https://um-v2.spotlightessentials.com
https://api.spotlightessentials.com
https://audit.spotlightessentials.com
https://authzp.spotlightessentials.com
https://dsmetadata.spotlightessentials.com
https://mds-alarmingest-v4-spot-prod.spotlightcloud.io
https://mds-egress-v4-spot-prod.spotlightcloud.io
https://mds-ingest-v4-spot-prod.spotlightcloud.io
https://versions.spotlightcloud.io/
https://spn.spotlightcloud.io
https://login.microsoftonline.com
https://spotlight.blob.core.windows.net
Restart the Diagnostic Server services.
STATUS:
Issue fixed in the current release of Spotlight on SQL Server Enterprise. Latest version of Spotlight can be downloaded from here.