Worked with Support. First I tried to update to Sophos Connect 1.4 MR1. This failed. So I attempted an uninstall. This failed.
Wanted to upgrade client on macOS. Well, can't just upgrade. I suspect during upgrade, one has to turn off Endpoint Tamper Protection.
Also for uninstalling Sophos Connect on macOS, first Endpoint Tamper Protection must be disabled. Otherwise a couple of plist files cannot be removed.
https://docs.sophos.com/nsg/sophos-connect/help/en-us/AboutSophosConnect/InstallScon/index.html#sophosconnect-compatibility
https://docs.sophos.com/nsg/sophos-connect/help/en-us/AboutSophosConnect/UninstallScon/index.html
No upgrade documentation. Don't know if Windows you still have to uninstall first (used to be but I think I did 2.3.x as an upgrade). Be nice to have the upgrade steps documented for unique situations like this.