Can not access my sophos from outside

No, that should not be necessary if configured correctly.

Cheers,

Karlos

Yes i just change the BPF String to : port 2443, i do the test again and refresh  and  i get the same thing : No records Found

If no packets are detected by the packet capture from that port while you conduct a test by accessing the user portal, that means the traffic never reaches your firewall. 

This means the issue does not lie with your XG.

If you have a router in front of your XG, check whether it is passing the traffic. If there is no router, then you may have to consult with your ISP. 

Thanks,
Karlos