Will 9.2 finally have support for websockets? According to this post https://community.sophos.com/products/unified-threat-management/astaroorg/f/80/t/64886 it was supposed to materialise in 9.109 (which hasn't been released yet).
At present websockets don't work in either direction. That is with a client accessing a server on the internet (web protection) or a client on the internet accessing a server on the protected network (web application firewall).
Simon