You see Status: Tunnel Failed when attempting to connect to Web and Cloud Access Protection on your Mac client:
Remote users of a Mac client who logged in after local users can affect which user is considered the currently logged-in user. This is a limitation of the Apple Operating System. These older connections can be through SSH or other remote connections. Previous remote connections do not need to be currently connected for this symptom to occur. Local users switching between themselves remain unaffected as long as a remote connection has not logged in after the last local user logged in.