How do I get Office 365 traffic to pass through the Web Security Service (WSS)?
Web Security Service
Note: These are global policy options. If you enable one or both, the changes apply to all Office 365 connections regardless of the default policies that are described in the previous sections.
Note: As of the WSS release 126.96.36.199 that was pushed out on April 26th, 2019, this toggle setting will be enforced in the "SSL Interception" list as a G2 rule. Previously, if the toggle switch was OFF (Office 365 traffic is not exempted), any SSL exemption rules you created would be enforced, including Office 365 domains/IPs. Currently, previous to evaluating user created SSL exemption rules, the new SSL Policy and G2 rule always enforces the action of the toggle switch, on or off.
In the case this solution doesn't fix the issue, please reference Office 365 URLs and IP address ranges.
This article provides the IPs and domains currently updated by Microsoft.