You are trying to access a certain site that should be allowed, but instead you are getting a DNS error page with one of the error messages:
Why am I getting DNS errors when trying to access a site through Cloud SWG (formerly known as WSS)?
The Cloud SWG DNS servers are configured to use DNSSEC. If the domain resolution fails when using DNSSEC then Cloud SWG will process the event as a failure, returning an error.
You can check the DNSSEC status of a site with this tool
To work-around this issue with the specific domain, you can bypass the domain from the Cloud SWG service. Note: this is NOT a problem with the Cloud SWG service.
To resolve this issue: the customer with the business relationship to the website would contact the domain owner so that they can configure the DNS service properly.