Extends docs FAQ with first-time run issue

Author: waldekmastykarz

README.md

@@ -351,4 +351,8 @@ If you have the failure rate at 100% then no request can ever succeed. If you co
 
 ### I have a 429 response with no `Retry-After` header
 
-As documented in the [Best practices to handle throttling](https://learn.microsoft.com/en-us/graph/throttling#best-practices-to-handle-throttling) an exponential backoff retry policy is recommended.
+As documented in the [Best practices to handle throttling](https://learn.microsoft.com/en-us/graph/throttling#best-practices-to-handle-throttling) an exponential backoff retry policy is recommended.
+
+### All requests fail with gateway timeout
+
+If you're running the proxy for the first time, it can happen that the network access configuration didn't propagate timely and the proxy started without access to your network. Close the proxy by pressing Enter in proxy's window and restart the proxy and it should be working as intended.