Sorry to necro, but this right here:
In my own environment I have 4 mobile devices, a dozen PC's running Linux and/or Windows, 6 streaming media devices, 3 smart TV's and 4 BD players with a Netflix app and even one lonely Apple TV box. The way I addressed the Netflix issue while running the proxy in Transparent mode was to ensure all mobile devices, streaming media devices, embedded Netflix players and all Smart TV's were added to the list of "Skip transparent mode source hosts" for the HTTP proxy. Now all players had no trouble streaming Netflix. And since these are not PC's I am not really concerned about them going through the proxy anyway.
Was the solution for me on Sophos UTM 9.506-2
Thanks!
Hola Gastón and welcome to the UTM Community!
Yes, this is the accepted solution.
Cheers - Bob