I have got a fully working Let's Encrypt setup for multiple domains of my Web Application Firewall on my Sophos UTM 9.4!
On github I have made a manual on how to set it up on your UTM as well. Currently it has a few manual steps to set it up, but I might script this in the future as well.
Comments, questions and improvements are welcome! And please leave a message if you have got it working as well.