Examining the logs when I had this issue, I found this:
2017:02:16-21:24:07 millersophos httpproxy[1859]: id="0002" severity="info" sys="SecureWeb" sub="http" name="web request blocked" action="block" method="CONNECT" srcip="192.168.***.***" dstip="209.197.3.7" user="" group="" ad_domain="" statuscode="502" cached="0" profile="REF_DefaultHTTPProfile (Default Web Filter Profile)" filteraction="REF_DefaultHTTPCFFAction (Default content filter action)" size="3893" request="0xe3eea000" url="https://l3cdn.riotgames.com/" referer="" error="Failed to verify server certificate" authtime="0" dnstime="4" cattime="140" avscantime="0" fullreqtime="409727" device="0" auth="0" ua="" exceptions="" category="116" reputation="unverified" categoryname="Games"
I resolved mine by adding this to URL bypass in the exception list in filtering options.
^https?://([A-Za-z0-9.-]*\.)?riotgames\.com/