(I realised I kind of thread-hijacked, but hopefully this is the same issue as Bernard, Christian, and anyone else and we can all get this sorted out.) So, I rebuilt Sophos from the ground up. Fresh install, assign interfaces, create bridge and management, assign proper gateway to bridge, create any/any/any firewall rule, toggle on firewall rule, assign DNS, get Sophos up-to-date, test the bridge successfully (full normal connectivity), turn on Web Filter and immediately lose web browsing by HTTP or HTTPS. All other protocols still work. Turn web filter off and all connectivity resumes. It is, in fact, how I'm writing this post. Everything tests fine--DNS test from Sophos and my internal nets and core are great, routing is all fine, the bridge works and passes traffic from core to border. It just refuses to transparently proxy when I toggle it on. There are no hits in the live log when I have it on.
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