InactiveRpcError when using Sophos FW

A few users in our network use Python & Java scripts to connect to some services on AWS. The scripts work fine when bypassing the Sophos FW or using mobile hotspots. But when using Sophos the users see errors like this in their terminals:

Exception has occurred: _InactiveRpcError
<_InactiveRpcError of RPC that terminated with:
	status = StatusCode.UNAVAILABLE
	details = "failed to connect to all addresses; last error: UNAVAILABLE: ipv4:x.x.x.x:80: Connection timed out"
	debug_error_string = "UNKNOWN:failed to connect to all addresses; last error: UNAVAILABLE: ipv4:x.x.x.x:80: Connection timed out {grpc_status:14, created_time:"2023-08-29T11:22:07.56380364+00:00"}"
>
  File "C:\Users\imesh\Desktop\fw_test.py", line 27, in <module>
    qid = cursor.execute('select * from date_dim limit 3')
          ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
grpc._channel._InactiveRpcError: <_InactiveRpcError of RPC that terminated with:
	status = StatusCode.UNAVAILABLE
	details = "failed to connect to all addresses; last error: UNAVAILABLE: ipv4:x.x.x.x:80: Connection timed out"
	debug_error_string = "UNKNOWN:failed to connect to all addresses; last error: UNAVAILABLE: ipv4:x.x.x.x:80: Connection timed out {grpc_status:14, created_time:"2023-08-29T11:22:07.56380364+00:00"}"
>

In the firewall logs, I see a few denied packets with this error: Could not associate packet to any connection.

Any idea what could be causing this?