ADFS 3.0 Federated to Office 365 exception "may be proxy server error"

We just try to migrate our Office 365 federated domain from A ADFS Server to B ADFS Server.
Read the document, it should be very simple and follow below steps.

 

• Windows Azure Active Directory Module for Windows PowerShell

            Right Click and Run As Administrator

• Set the credential variable
•    $cred=Get-Credential  Enter a Global Administrator account from Office 365. I have a dedicated tenant (@domain.onmicrosoft.com) service account setup for AD FS and Directory Syncronization.
• Connect to Microsoft Online Services with the credential variable set previously

           Connect-MsolService –Credential $cred

           Convert-msoldomaintostandard

•  Set the MSOL ADFS Context server, to the ADFS server

            Set-MsolADFSContext –Computer adfs_servername.domain_name.com

• Convert the domain to a federated domain

           Convert-MsolDomainToFederated –DomainName domain_name.com 

• Verify federation

           Get-MsolFederationProperty –DomainName domain_name.com

• 
  

We had some issues:

1: Connect-MsolService  Throw exception,   "may be proxy server error" 

     

       The case is we already configuration ADFS behide the load balance server, and the weigh is same, Fix it is turn off load balance, or set the Primary ADFS server as primary,

2:  SSL Exception.   Server TLS1.1 client is disabled. Should enable TLS1.1 TLS1.2 ssl client.

3: Everything good, but federation server did not get redirect.  

      Check the certification, grant the permission to service account , redo all steps.

4: Can not connect to ADFS server may be the remote power shell on ADFS server not enabled.
 set up Windows PowerShell for remoting, type the following command, and then press Enter:

Enable-PSRemoting –force