Azure right manager service is failing when using the Web Security Service.
"Your machine isn't set up for Information Rights Management (IRM). To set up IRM, sign in to Office, open an existing IRM protected message or document, or contact your help desk."
Azure Rights Manager service is integrated into Office 365. When performing SSL interception this will cause IRM to fail as it's not included in the O365 integration so the related URLs need to be bypassed manually.
Add the following domains to the SSL exempt list: