This is not causing your outbound comms problem but your DNS is setup to use a GoDaddy Domain Forwarding (or URL Redirect) service. You will need to disable that and set an A record to point directly to your public IP address instead.
You won't be able to get a cert using the HTTP Challenge method and you won't have control over the responding server (GoDaddy's) to configure your cert if you did.
We see that pretty often. See below post for a different customer's explanation of how to set the DNS correctly