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This sounds like it's an issue with your workstation communicating with the server; the 400 indicates a problem with WIndows/NTLM authentication. That's not done by ProGet, but it's handled by IIS/Windows.
It could be a whole lot of things, from system clock being off by a few minutes to domain/security issues.
Unfortunately there's not a whole lot we can help with, though i'd suggest to search "Windows Auth not working" while including specific messages you're seeing, and try to narrow down form there. Please share what you find, as someone else might come across the same configuration problem.