The Cisco AnyConnect VPN fails to connect while going through the ProxySG.
This issue has multiple causes: From network issues to proxy's interference. The best way to diagnose the issue and come up with a solution, is to retrieve a packet capture on the ProxySG appliance with the following filter:
host <client's IP> or host <full VPN domain>
We suggest creating a new Network Protection case with the packet capture attached to it along with the System Information file and a policy trace from the same client.