We're executing it using SSMS - connecting to the sis server A and running the package from the SSISDB.  
Note, I've since tried to run the package on the server A via SQL Agent and the package gives the same error.

Simplified code is : 

var connMgr = ComponentMetaData.RuntimeConnectionCollection.GetRuntimeConnectionByName(Variables.pvDataConnection).ConnectionManager;
var hcc = (HttpClientConnection100)connMgr.AcquireConnection(null);
hcc.Timeout = 300;
hcc.UseServerCredentials = true;
hcc.ServerUserName = "username";
hcc.ServerPassword = "password";
_downloadBuffer = hcc.DownloadData();

I wonder if there is a better HTTPS object to use.  We're connecting to Apache on a Redhat server.