Long running GET request results in the connection dropping

I'm looking for input on how I can further troubleshoot this. Issue is distance related and I don't know enough about networking and internet architecture to troubleshoot this. Any pointers on where I can start researching would be great!

Here's the problem:

• I have a server in Virginia running my REST client.
• The API I'm connecting to is in Oregon (3rd party vendor, I have no control over this)
• The GET request sent from Virginia to Oregon can take anywhere from 5-10mins before the REST client gets a response back from the API, which is usually just a 200 OK or some other HTTP response code. No body.
• I have a separate web console that I can watch to see when the API is done doing the job it was asked to do. When the API finishes it's task, that's when it's supposed to send a 200 OK back to the REST client that's waiting.

What's actually happening is this:

• REST client sends the GET request, from Virginia.
• API starts doing job specified in the GET request. Finishes in 5-10mins and I can see this from my separate web console.
• At this point, I'd expect my REST client to have gotten a 200 OK back from the API. But I get nothing! The REST client is just waiting and keeps waiting until it hits the timeout period

I tried different REST clients. I get the same result with Insomnia, and two simple REST apps I made in C# and Go.

If I send the GET request somewhere closer to the API servers, like Oregon, I always get a response back.

The 3rd party API has no way of sending callbacks and no API calls exposed that would allow me to programmatically check the status of a job that I previously sent. I know, very annoying.

Anybody have an issue similar to this before? What are some things I can look at to try and explain this behaviour and resolve it?