We have run into this on some of our servers. It just depends on firewalls and proxies as Victor mentioned. One thing you could try instead of the WorkflowBaseURL is to add an entry to your hosts file. (C:\Windows\System32\drivers\etc\hosts) We add an entry for the domain and point it to the local loopback ip of 127.0.0.1
If you access the site with an without the "www" host header, then you would need to add an entry for the domain with and without the "www". The hosts file does not allow for wildcards, so each subdomain will need to be added in.
I will mention that this does need admin rights to edit. So if you open notepad or another text editor program, you will need to run it as an administrator in order to save your changes.