An intranet is a private network so what public people can see it?
What kind of authentication are you using? The standard db authentication, or Windows or LDAP?
There is no way the feeds are going to work unless the blog is on a page where "All Users" can view it. "Authenticated Users" is a role just like any other role, users are added to that role automatically.
"All Users" is not really a role, it means no role is required.
RSS feeds are for publishing content to the public, they are not designed for role based security.