One SCCM 2012 SP1 on Windows Server 2012 (primary site). WSUS and SUP is installed on the same server.
It synchronize the updates from and upstream server in another domain over HTTP. I can see all updates and which ones who are superseeded and not. This server doesn't have a Internet connection.

I can not download the updates. If i check the logs I get this:

ruleengine.log
Downloading content with ID 16815092 in the package SMS_RULE_ENGINE 2013-02-18 09:56:15 3336 (0x0D08)
Failed to download the update from internet. Error = 12007 SMS_RULE_ENGINE 2013-02-18 09:56:16 3336 (0x0D08)
Failed to download ContentID 16815092 for UpdateID 16820218. Error code = 12007 SMS_RULE_ENGINE 2013-02-18 09:56:16 3336 (0x0D08)

Application in eventvwr
On 2013-02-18 09:56:17, component SMS_RULE_ENGINE on computer NC20931.rsvc.se reported: Content download failed.Message: Failed to download one or more content files.Source: SMS Rule Engine.

Take a look at this link.  It sounds like exactly what you are experiencing:

By default, the Local System account for the server on which an automatic deployment rule was created is used to connect to the Internet and download software updates when the automatic deployment rules run. When this account does not have access to the Internet, software updates fail to download and the following entry is logged to ruleengine.log: Failed to download the update from internet. Error = 12007. Configure the credentials to connect to the proxy server when the Local System account does not have Internet access.

http://technet.microsoft.com/en-us/library/gg712312.aspx

EndPoint Protection 2010 can not download the updates. If i check the logs I get this:

Event ID8706

On 19-07-2013 14:24:55, component SMS_RULE_ENGINE on computer SCCM.domainname.com reported:   Content download failed.
 Message: Failed to download one or more content files.
 Source: SMS Rule Engine.