Analyst: Maps in Spotfire not visible when using Zscaler proxy

Maps in Spotfire Map Chart not visible / empty / blank when using Zscaler proxy.

Details:

If you are using a Zscaler proxy and you do not see any maps in the map chart, they are just blank.

If you capture a Fiddler log you will can see this kind of responses to image requests:
 

HTTP/1.1 307 Temporary Redirect
Content-Length: 0
Location: https://gateway.zscloud.net:443/auD?origurl=http%3A%2F%2Fgeoanalytics%2etibco%2ecom%2ftiles%2fv100%2fbasic%5fmap%2f4%2f2%2f5%2epng&wexps=1&_ordtok=qJk3WV3NrFrrJD6ntM73sNH3vQ
Content-Type: text/html
P3P: CP="NOI ADM DEV PSAi COM NAV OUR OTR STP IND DEM"
Set-Cookie: _sm_au_d=1;path=/;domain=.tibco.com

Set up the Zscaler proxy to forward the image requests properly.