Had an issue where a Data Form Web Part was calling a list service (asmx or svc) on a different site collection in order to expose data between the two sites.
It would work internally (using http), but once the page was loaded externally, we would get an error. Externally the site is loaded via https.
Trying the same page internally with https generated the same error.
Turns out the https site needs to be configured as an INTERNAL URL in Alternate Access Mappings in Central Administration. We had it configured as Extranet. It is possible to configure both https and http urls on the same default zone in AAM rather than in separate zones.