Zalo application can't action call with proxy Sophos XG

Dear All,

I meet a problem, please support me in this case.

I have created a rule with full access internet on Sophos XG firewall. But the app Zalo on PC (social apps) can't make calls, other features like chat, transfer file works normally.

We have applied Proxy config (via GPO) for all computer users to point to Sophos proxy.

And when I use the gateway (change config IP gateway on PC of User) instead proxy, the app Zalo can make normal calls.

So It could be the app can't work normally with the proxy of Sophos XG? Please help me to find the root cause and any solution to resolve that problem.

Thanks