You're right, it's almost certainly proxy settings. About a week ago we had to block unproxied internet access for non-paying users after a couple of nasty incidents with people using our site as a staging post for launching attacks on other servers on the net. The proxy settings are put into your scripts' environment automatically, but perhaps tweepy isn't looking at them. If there's a manual way to tell it to use a proxy, the server is "proxy.server" and the port is 3128.
One caveat -- the Python "requests" and "urllib3" libraries have a bug that stops them from correctly connecting via https via a proxy -- they're working on fixing it, and we'll update our installed version as soon as they have. But if tweepy uses them to connect, then it won't work until then.