How to use non-standard URL for Exceptionless

I'm trying to use a self hosted version of exceptionless on an internal machine using code like

  TEl = class(TTMSFNCCloudExceptionless)
    property Service;

procedure TForm4.FormCreate(Sender: TObject);
  el := TEl.Create(nil);
  el.Service.BaseUrl := '';

I can point PostMan at it to test if a connect call works, and it gives me back a token as expected, but using either a DNS name or the IP failes to connect (I was initially also trying with a non-standard port but put it back to port 80 to simplify things).

Have I gone about this the wrong way or is this not possible with the component ?

You could use Fiddler to capture what is going on, without more information, it's unclear exactly what is going on. If Exceptionless can be self-hosted, then the HTTP requests can be executed pointing towards a self hosted Localhost URL as demonstrated here:

Can you capture the requests with Fiddler when connecting to see what the return message is?