Need help with Sophos XG and Caddy Proxy

Hey guys.

 

Here's my problem.

I installed the Sophos XG in a VM. I had the Sophos SG before without any problems. And I have an extra VM for the Caddy Proxy.

 

If I switch the gateway to my new Sophos XG on the Caddy Proxy VM I get the following errors:

Even if I create a "Any/Any" rule or change the settings a bit. I always get the same errors in the log.

 

My active rules:

 

Normal webbrowsing works without any problems:

 

I hope that someone may have a few tips for me and can help me. I really don't know what to do.

I just don't understand why my Source-IP is my internal-IP and the destination is my external-IP even if I try to access one of my websites with LTE.