Hello Mario,
Direct connection is always a better choice because no mediation occurs and (in theory) the perceived speed and responsiveness should be better.
However, the Internet ID connection should work anyway except only rare occasions where the network environment on the Host side is extremely strict. Please, note that even with the Internet ID connection the Host should be able to communicate with our mediation servers on the Internet, that is - establish an outgoing connection at certain port. Oftentimes, especially in corporate environments, all outgoing ports are blocked except those used commonly, such as port 80 and 443.
I'm more than sure that if you set up your
own mediation server, set it up to use port 443 and then point the Host in question at that mediation server and port - everything will work.
I might be mistaken however in that it's a port issue and not something else, in which case it's recommended to check
this Knowledge Base article that might help to troubleshoot the issue.
Let us know if you need any assistance. Thanks.