SD-WAN policy does not work as expected

Is the SNAT Rule correct? 

I'm using the SNAT Default rule, as you can see in the image, I put the two LAN interfaces and the two WAN interfaces. Most sites work normally, but some happen TIME OUT.

I have the same problem in my production environment. I decided to create a laboratory to try to rule out possible configuration problems, but unfortunately without success.

Can you access this webpage from the XG itself? 

Use wget or curl and the URL. Check if this will result any issue or not. Could be the server is not able to communicate to you due a issue. 

From XG I managed to make the wget and download the index.html. I've tried all possible configurations, support Sophos connected remotely to try to resolve but to no avail.

Check routing precedence with show and then set: console> system route_precedence set static sdwan_policyroute vpn or sdwan_policyroute first. 

The precedence of the routes is already: "static sdwan_policyroute vpn", if I set "sdwan_policyroute" as the primary, I have problems with my internal network routing, since XG will try to throw everything to the internet.

I did a test by placing sdwan_policyroute as a primary, but to no avail.

You should perform a tcpdump on the appliance and check this connection. I assume it is not a issue of the XG. 

If it is not an XG problem why do I have the same behavior in both environments? Production and laboratory? If it were something from my production environment, it wouldn't happen in the laboratory.