I would not like to change the existing network but be able to use the XG for HTTP proxy and for an air gapped Wireless lan. If I place my XG in the DMZ would this configuration still work or does the XG have to be a part of my LAN zone. Since it would be in the DMZ it would have a public IP and I would imagine the wi-lan configuration would be pretty straight forward.
I've found this KB which tells you how to configure the XG as a gateway, would then my source by source zone be WAN and source network the public IP of the existing gateway? This would be to prevent the public being able to use it as their own proxy but allow traffic from the existing network.
https://support.sophos.com/support/s/article/KB-000035921?language=en_US
Added diagram
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