You experience loss of connectivity to the ProxySG appliance after connecting to a VLAN router.
By default, the ProxySG appliance doesn't include the VLAN ID on traffic sent out to the router, causing the router to reject the traffic based on VLAN ID mismatch.
Add the VLAN to the appliance.
In the following example, set up interface 1:0 with VLAN ID 10 and IP address 10.10.10.10/24.
In the Management Console: