You should check on the BES, if you have a proxy entry for HTTP and HTTPS. You can also check on the device, if you manage to browse to
https://ssltest24.bbtest.net/
without error. Most Apps try to communicate via HTTPS.
A 404 error normally indicates a "Page not found" error. An authentication error is normally 401 or 403, so this is a bit strange.
I think your really need to get the exact error message and the BES MDAT logs to be able to pinpoint the issue.