Not able to access XG using wan port deployed on VMWARE(ESXI6.7)

You're not really giving away a lot of info... 

As for your first question about not being able to access XG through WAN; did you allow HTTPS access on WAN interface? (And if so, think about if that is what you really want since that means anyone can reach the service).

About not being able to route traffic to firewall. What exactly do you mean with that? What do you want to route to the firewall from where? If possible add a drawing of your network.

Traffic route to firewall means VM's which are in same network those traffic should go to Firewall.

That is not what i meant by my initial suggestion. If you have multiple interfaces, the vSwitch is connecting them together. If you alter the XG after deployment or add/remove interfaces, those interfaces can be mixed. 

You need to verify, if all your used interfaces are actually the same as intend to be on the vSwitch. 

I used NIC of two different vlan's

We are running ESXI 6.7 version of VMWARE

And those MACs you are using on both VLANs in the vSwitch matches the NICs on the XG firewall console, correct?

Yes

Then you should start to tcpdump the outgoing packets and see, what is happening on this End. 

as you can perform tcpdumps, you can verify, if the vswitch is causing the problem or XG. Likely its a vSwitch configuration issue. 

Are PortA and PortB that are now conifugred as LAN and WAN most likely also on the right vSwitch config in ESXi? You should in ESXi also have 2 vSwitches; 1 for LAN where also your local computers should connect to and 1 for WAN that connects to your internet side.

Where I am trying to deploy Sophos XG that is a cloud service provider in US name TierPoint and there are several other customer VM's also. They have given us one "organization VDC" and that VDC has 4 VLAN's. So I used one VLAN for LAN and other VLAN for WAN. Please let me know is this correct configuration or not ?

This can work, but all the factors need to be setup correctly.

You should start investigating with Sophos Support, if you cannot follow up with tcpdump on your setup. 

Yes, like that only I setup but problem is I am unable to route other VM traffic to Sophos Firewall.

Then you should get in touch with this provider, what they actually do with this traffic. 

Could be a VLAN issue within the network. Or it is a SD-Network solution, which does not work like usual with default gateways etc. 

Then you should get in touch with this provider, what they actually do with this traffic. 

Could be a VLAN issue within the network. Or it is a SD-Network solution, which does not work like usual with default gateways etc.