Do you have a defence against VPN applications with Sophos UTM?

Question

Since Sophos support couldn't help me with this case I decided to ask the community what is their solution. If I am missing something please let me know so I can correct my UTM accordingly. 
 
 Here are the details of the test, please compare with your own system and check if you are able to prevent a user/s who using a VPN application going restricted websites and other stuff. 
 
 SSL Inspection operational on UTM- You have installed the certificate on the client machine (actually doesn't matter at all) 
 Client installs a VPN app such as XVPN (do not turn on XVPN yet!) https://xvpn.io/ 
 Try to access a restricted website and ensure you are blocked! 
 Turn on XVPN and try to access the restricted website again to see the result

Our findings are; 
 
 We absolutely have no control on a traffic if VPN applications in use by any client (with SSL certificate or without) 
 Clients even able to bypass the UTM with Chrome extensions (we removed extensions via GPO on domain joined workstations eventually as a workaround)

Arno van der Veen - IT's Secured · Accepted Answer

In addidition to what others already wrote, this may be helpfull to you. 
 Most vpn clients which makes connection over 443 (https) do not like ssl interception. So using webproxy in transparant mode with ssl interception should block most of it. 
 For those using openvpn you can kill outbound udp/tcp 1194 
 Secondly, block webtraffic by creating firewall rules towards any:80 and any:443. In other words: do not permit any webtraffic besides what is done over the proxy. When you create your outbound blockrules, block also all other, not needed ports. (to prevent massive interuption in production networks I use allow and blockrules above the (often) existing any:any rule (so bad, but I see it often existing!) and switch on logging on all the created rules, as well to the any:any rule. 
 With following the firewall log (or syslog receiver) you can tweak the restrictions nicely. 
 After tweaking, I switch often most logging of, unless there is a syslog receiver available and extensive logging is required for compliancy. 
 
 Regards, 
 
 Arno

Do you have a defence against VPN applications with Sophos UTM?

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