No way to allow web proxy access from the WAN interface?

Is it correct, that it is not possible to access the web proxy via the WAN interface, even if there is a suitable ‘Local service ACL exception rule’ ... or does anyone have a solution for this?
I always get: ‘Appliance Access - Denied’
Background: in a network, ‘internal’ VPN networks terminate at the upstream (Cisco) firewall at the Sophos WAN interface and are routed into the LAN. These should use the web proxy.

I would be grateful for any tips, workarounds or ‘hacks’.

Greetings

Dirk