Answering that requires information about what you intended to send as the caller ID, and what the provider considers acceptable. I can only say what you actually sent, and possible reasons why that might cause problems.
The problem with the malformed 407 response can only be fixed by the provider. I can’t tell, for certain, whether you would have succeeded with a well formed request, although, as I said, I suspect it is mock response, and it really means you haven’t been recognized as a valid user of the service.
If they are expecting your account name, or public phone number, in the From header, I believe there are number of ways of fixing that, e.g. setting an explicit From user in the trunk definition, although there are several other places where the caller ID can be overridden.
I believe this describes the options for setting caller ID on follow me: