You should configure Artifactory to fetch missing artifacts from the Internet, not Maven. Artifactory can (and should) be used as a proxy:
It already comes with set a pre-configured popular remote repositories and you can add new ones.
So, if Maven fails on unresolved dependency, find a repository that has it, add it to Artifactory as remote repository, retry the build. If you can't find any repository that has it, you can upload the jar directly to Artifactory and retry the build.