Custom Web Reporting

I am trying to create a custom report for a specific user and trying to look up the url that they have visited. Unfortunately, the URL that Sophos brings back is not valid and not useful:

Why is the XG not able to display the correct URL that the user has visited?

We had Cyberoam before we moved over to Sophos and the reporting in that was great. You could see the exact URL the user went to and visit the site. Sophos does not do this.

If I was ever asked to create a report and do some deep investigating, at present, I cannot see how Sophos will allow me to do this.

Any ideas?

Thanks