Wrong DNS resolution

Hi OlafPelzer 
Thanks for signing up for DNS Protection EAP. 
If you can send the "Feedback" from Central (available in DNS Protection pages), it would enable us to connect over Email to discuss the concern further.

Looking forward to your response. Thanks in advance.

Hi Prashil Gupta ,
done, waiting for your reply via email-channel.

Hi OlafPelzer  We havent received the feedback from your account yet. Can you please confirm if you submitted feedback from DNS Protection page only

Example for submitting feedback

Step1 - Click on feedback on top right bottom corner, fill fields necessary, and click submit,

Step 2 - Acknowledgement mentioning - Thank you - we really appreciate your feedback

Already sent the feedback exactly with the procedure.

Unfortunately, I am not able to identify the feedback you have sent.

Please drop your feedback to dns-protection-feedback@sophos.com with all details and we will get back to you at the earliest. Thanks for your patience

What are the wrong IPs? 

The incorrectly returned IPs are: 
3.70.44.70
52.28.207.170

Those are the DNS block page redirect IPs. 
So to speak: The FQDN you try to reach is blocked, therefore we offer this IP to block it. 
This is a record, blocked by DNS due the category: 

Going to this IP: try http:// 52.28.207.170/

Thx Luca!
Interesting that even a ping to the external fqdns give's back these IPs.
And the questions is why these IP adresses (our own domain with a-records for customer firewalls) are categorized as "don't go to there".
I would like to see these things in the logs which should be available soon - I hope.

What policy did you use?