I've researched this for a few hours now. None of the threads I read reached a conclusion.
Can you use XG in bridge mode with esxi? It seems like 6.5 may have some issues with the virtual nics making the devices on the end visible to the router.
I've set up firewall rule passing through any to any. Messed around with the configuration on my sophos. Allowed promiscuous mode on my nics in ESXi. I have 5 nics total on my server. 1 is set up for management for the esxi. And I have two other set up for Lan and wan on the sophos vm.
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