Link Aggregation can be configured with Edge-SWG.
LACP aggregation on a ProxySG or Advanced Secure Gateway Appliance
However, this would not work well in SG-VA on Hypervisor, such as ISG and Vmware ESXi.
LAG should be configured in Hypervisor. Below is an example for Vmware ESXi.
Create Virtual Switch for SG-VA.
Assign at least two physical adapters to the Virtual Switch created above.
Assign the virtual switch to the SG-VA.
Interfaces information in Web Console shows 1:0 interface (example), and this indicates Not Virtual, but seems Physical Interface.
For ISG, this is the same idea. See this documents below.
Manage LAGs