In the past it was possible to download SymDiag directly from WSS Agent (Support > SymDiag). However, it is not possible now. The following error appears instead:
The problem was identified and was published on the techdocs in "Known Issues" section:
https://techdocs.broadcom.com/us/en/symantec-security-software/web-and-network-security/cloud-swg/help/wss-release-notes/KnownIssues.html
Currently, the workaround is to download SymDiag manually from: https://knowledge.broadcom.com/external/article/155115#mcetoc_1he6mpko9q