How to Allow STEAM Client to Connect to Server via SOPHOS UTM 9.4 ?

Question

A very good day to you Sir ! 
 I hope you are doing Great Sir ! 
 
 I am a total Newbie and have just installed SOPHOS UTM 9.4 onto a APU2C4 hardware. 
 Everything is working except for that I cannot get my STEAM client to connect to the STEAM servers ? 
 May I please kindly ask how can I configure SOPHOS UTM 9.4 so that I can connect to the STEAM servers via my STEAM client ? 
 
 Hope to hear from you soon. 
 
 Thank you very much for your time and kind help ! 
 
 Dr. David Bowman

TheBalmasque · Answer

Go to filter options -> exceptions. There you can create a new exception with the following urls: 
 ^https?://([A-Za-z0-9.-]*\.)?steampowered\.com/ ^https?://([A-Za-z0-9.-]*\.)?steamcdn-a\.akamaihd\.net/ 
 
 Select the boxes for: authentification, antivirus, extensions, mime-types, url-filter, contentfilter, ssl-scn, trust check, certificate date check.