Kostas,
when an HTTPS page is filtered, XG intercepts the request and exchanges the SSL certificate with its own certificate in order to decrypt the content, scan it and then proceed according to matching firewall rule.
In order to avoid the HTTPS error page, you have to import the Certificate Authority inside your browser.
Regards
Kostas,
As I explained you have to upload default CA used by XG and your uses will not receive the error page.
You cannot exchange the default CA because the certificate used is a on the fly certificate that decrypt, scan and re-encrypt traffic.
Regards