You might already know this, but just in case you didn't, the TMG firewall will perform name resolution on behalf of Firewall and Web proxy clients. It then keeps a cache of those name resolutions which can speed things up quite a bit. But sometimes there can be problems. This blog post describes a problem that one TMG firewall administrator had.
http://snowvm.com/2013/05/23/buggy-dns-resolution-using-microsoft-forefront-tmg-2010/
HTH,
Deb
