There seem to be a number of different issues that cause "INTERNAL ERROR: Missing Template ERR_CONNECT_FAIL"" to be displayed, as noticed, it's generated by the the MX when you have "web caching" turned on.
The meraki "web caching" feature is just a squid transparent proxy server, the actual error just means that squid can't find the template error file to display (Meraki should have configured a branded HTML file to display for each situation), but ERR_CONNECT_FAIL is just the equivalent of "Page cannot be displayed" in a web browser.
In some situations, this error is just replacing a browser "Page cannot be displayed" error!
Check the URL actually works on a device or mobile that is not on your LAN before blaming the meraki! Sometimes our IT guys jump too quick to assume something is wrong because they know this error is generated by meraki and as they have a user complaining at them, they forget to check the obvious!
We also found externally hosted IIS sites where we are using NTLM authentication, the MX is breaking the authentication process. We haven't managed to get this resolved. At some point i'll call meraki support and get them to do a packet capture and look into it. As a workaround you can change the sites to use "basic authentication" in IIS, or just enable SSL which the MX can't intercept.