I am using the WebConsole and Stardog Studio, as I described in the initial post.
Since our Stardog server is running behind a Proxy, we solved the problem based on the following link:
Stardog Connection via HTTP_PROXY , via putting the following command into STARDOG_JAVA_ARGS:
STARDOG_JAVA_ARGS="-Xmx2g -Xms2g -XX:MaxDirectMemorySize=1g -Dhttp.proxyHost=127.0.0.1 -Dhttp.proxyPort=53128"
Please note, in the original link there is a tiny misspell error, instead of "-Dhttp.protyPort=53128", it should be "-Dhttp.proxyPort=53128".
Running behind a proxy caused the problem of not being able to contact a PostgreSQL Server, as described in the following link: https://community.stardog.com/t/unable-to-create-a-virtualgraph-with-a-postgresql-server/1649/3 . Basically, both problems are solved using the above command. I interlinked these two problems in case some else encounters them in the future.
Thank you for your support.