If it works when the Allowed Sites feature is disabled (but Secure Lockdown is enabled), the only thing that could be causing the problem is blocked content which means there are other URLs that need to be whitelisted. Can ADP provide us with a test login?
ADP will not provide a test login. I have a second escalated call due to come in next week. I will ask for one since they refuse to help me anymore.
At this point I have removed the IE lockdown, removed the address bar, put any sites we want them to have access to on the favorites bar and then locked out all the social media sites by editing the HOST file.