WSS Agent (WSSA) client is on-premise and should connect to the Cloud SWG service through an on-prem proxy.
All the hosts running the WSS Agent are configured with an explicit proxy configuration:
Make sure that all WSS Agent clients can reach the CTC service at: ctc.threatpulse.com
NOTE: It is recommended that ctc.threatpulse.com go out to the Internet directly (and NOT be sent through any proxy).
If CTC requests are sent through an on-prem proxy (NOT recommended), then ctc.threatpulse.com must be resolvable locally and there must be a route to it.
Internal DNS servers can be configured to resolve the domain to an internal IP address.
If using this configuration, you may have to do a "programmatic reconnect" in your VPN client. A forced reconnect will use the proxy server, even without recognizing the network change.