By default ISA/TMG does not allow outbound SSH traffic. And in the log it shows something like this:
To make it work, you have to extend the ISA/TMG ports by adding SSH/22 by using isa_tpr.js. Here is my example:
c:\Utils>cscript isa_tpr.js /add SSH 22
Microsoft (R) Windows Script Host Version 5.8
Copyright (C) Microsoft Corporation. All rights reserved.
The Web Proxy service should be restarted to pick up the change.
This is the definition for SSH:
SSH (single port): 22