Clients are not able to access to a site that requires authentication.

When clients are configured to proxy through the SWG they receive an http 401 error or the Pop-Up screen to Authenticate is not shown

Site uses NTLM authentication to authenticate users.  Currently the SWG does not support NTLM authentication from web sites, only basic authentication.  This is documented in the SWG Implementation Guide.

Clients should bypass the SWG when accessing any website that uses any authentication other than basic authentication.  This can be done via a proxy auto-config (PAC) file or via Windows policy settings.