Sophos Central Endpoint and SEC: Computers fail/hang on boot after the Microsoft Windows April 9, 2019 update. Please follow knowledge base article 133945

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Sophos URLs for the components of Sophos Endpoint Security and Control

As I've mentioned in Sophos endpoint specific proxy settings there's no concise and comprehensible list of URLs accessed by the various components of SESC like the one for UTM (although the latter provides only a wildcard *.sophosxl.net for SXL that might not work with all firewalls).
While Information on SXL (which, BTW, still mentions sophosxl.com in a typical lookup) provides a list of domains and their use, it doesn't cover apparent non-SXL communication (e.g. ssp.feedback.sophos.com).

Christian