Nexus: Could not find artifact

Recently I've migrated from Archiva to Sonatype Nexus.

I'm trying to use Jars from 3rd party repositories and Nexus does not cache it into the local repository.

I've searched for answers in this section and couldn't one that answers the question.

Here is what I did...

I'm using settings.xml :

<settings>
  <mirrors>
    <mirror>
      <!--This sends everything else to /public -->
      <id>nexus</id>
      <mirrorOf>*</mirrorOf>
      <url>http://THE_URL:8080/nexus/content/groups/public</url>
    </mirror>
  </mirrors>
  <servers>
    <server>
      <id>admin</id>
      <username>user</username>
      <password>password</password>
    </server>
  </servers>
  <profiles>
    <profile>
      <id>nexus</id>
      <!--Enable snapshots for the built in central repo to direct -->
      <!--all requests to nexus via the mirror -->
      <repositories>

        <repository>
          <id>central</id>
          <url>http://central</url>
          <releases><enabled>true</enabled></releases>
          <snapshots><enabled>true</enabled></snapshots>
        </repository>

      </repositories>
     <pluginRepositories>
        <pluginRepository>
          <id>central</id>
          <url>http://central</url>
          <releases><enabled>true</enabled></releases>
          <snapshots><enabled>true</enabled></snapshots>
        </pluginRepository>
      </pluginRepositories>
    </profile>
  </profiles>
  <activeProfiles>
    <!--make the profile active all the time -->
    <activeProfile>nexus</activeProfil