Unable to Connect across the Domain Live Mailbox from Exchange GRT utilty

Symptom

In two scenarios, the proxy cannot connect live mailbox in Exchange server and the following error message is displayed:

Could not resolve domain name . Try using server's IP address instead.

When proxy is in Workgoup or does not share the same domain with Exchange server then performing HBBU backup and open Exchange GRT utility in proxy cannot connect live mailbox in Exchange server even after using the IP address.
Connect live mailbox failed across domain in Exchange GRT utility even after using the IP address. The two domains do not have the same windows version. For example, the first one is windows 2008 and the other one is windows 2012.

Solution

Add one item in hosts file and save at the following location:

C:\Windows\System32\drivers\etc

For example :

102.54.94.97 DesExchangeServer.domain.com