Web filtering with XGS and Intercept X


I've seen this question asked but none of the posts have an answer. 

We have an XGS firewall and Sophos Endpoint Protection on our PCs. 

When laptops for example, are on-site or on VPN, they get the XGS polices AND the Endpoint policies. We have to go in and make exceptions on both, if someone requests it.

Off site it is just the Endpoint web filter which is ok but having to make exceptions in 2 systems for on site access is tiresome. 

Any way to have one take preference over the other when on site? We do need web filtering for off-site workstations. And we like the way the XGS performs web filtering on site, it seems much easier to manage with AD groups. It would be a shame to have to turn one off and lose out on the benefits of both.

Thank you