You receive an ERR_UNEXPECTED_PROXY_AUTH error when browsing to certain sites through Web Isolation.
Connections that go through Web Isolation will happen in two parts:
This error occurs when the GET request is authenticated, but the CONNECT request was unauthenticated. This may happen with rules matching authenticated users against domains with paths e.g. "example.com/index.html", as these types of rules will not match the original CONNECT request.
To resolve this issue, ensure by adjusting the rule that either both the CONNECT and GET requests are authenticated, or neither are.