Installed Sophos XG. Now cannot download games on PS4 (Fail halfway through downlod with HTTP 416 error)

I was hoping someone could offer some help. I have this week bought myself a Mini-Pc and installed Sophos XG 17.01 onto it. Its a trail and error process getting everything to work. But one problem I definitely need some help on. I have a PS4 Pro. And for some reason I cannot download anything on it - either games I have bought, or any updates. The downloads start fine and start working ok. But then seem to fail at the 30%-50% mark with the error

"HTTP status code : 416 ) (CE-40862-0)"

Error 416 seems to be due to the following issue: HTTP Error 416 Requested Range not satisfiable

Introduction
The Web server (running the Web site) thinks that the HTTP data stream sent by the client (e.g. your Web browser or our CheckUpDown robot) contains a 'Range' request which specifies a range of bytes which can not be satisfied - because the resource being accessed does not cover this byte range. For example if the resource - an image file for example - has 1000 bytes and the Range requested is 500-1500, then it can not be satisfied.

What I have done to fix this is I have setup on one of my other LANs on the router. I have created a new interface, and set it as a DMZ interface. Setup a new DHCP to use it. And then plugged the PS4 into the DMZ port. but still it fails with the 416 error.

I am at a loss. Its definitely the sophos XG causing it as I have put back a regular router as a tester to see if it was an ISP issue and the games download fine.

Any suggestions on how to get the PS4 working. I will say I have moderate knowledge of routing protocols (which I suspect by most other members will equal really pretty low knowledge) so please can you keep this in mind with any suggestions that are made. But if anyone can help this would be massively appreciated as I really want to stick with the XG and get past problems like these.