NTLM is not an officially supported proxy for the peer. Good news is there is a workaround can make the peer work with NTLM proxy.
Please follow the steps below to enable this workaround:
1. Stop private peer service first. (Exit the peer and double check through Task Manager that peer related services are stopped: gomezpeer.exe, gomezpeersvc.exe.)
2. Add "-Djdk_conn=true" parameter into javparms.dat file located at the GomezPEER directory, seen below:
3. Start private peer service again