Firewall Issues

Question

Fairly new to Sophos UTM. Having some issues with Firewall Rules. 
 My setup is as follows 
 WAN --> Sophos UTM --> Unifi USG (NAT Disabled) --> Subnet1, Subnet2, etc. 
 
 At the moment I'm having 2 issues. I'm based in the UK. If i enable country blocking for Asia, Aftrica, middle east. Facebook stops working. Checking the logs My device is trying to connect to a facebook server in South Africa?? WTF > There must be closer servers i.e. the ones in Ireland. - If I unblock South Africa it all works. - I've tried to use my ISP DNS as well as Cloudflare and Google. All the same issues. 
 
 Second Problem which has been driving me nuts. 
 I have a firewall rules - any --> any --> any - obviously only used for troubleshooting. With this rule enabled everything works as it should 
 I have another rule network 192.168.0.0/24 --> any --> internet IPv4 & Internet IPv6. - if i disable the above rule and enable this one. No device on the network 192.168.0.0/24 can access the internet. Do i need to do anything else? I have Web Filtering Disabled.

DouglasFoster · Answer

Yes, the biggest entities use content delivery networks that are scattered all over the world. This includes Sophos, which I have been told uses data centers on 3 continents. We do not allow Facebook, but we have had the same problem with Teamviewer. Had to create a rule to allow outgoing connections to port 5938, which we turn on and off as needed. 
 When configuring country blocking exceptions, the trick to know: 
 
 If the specific destination is external (e.g. www.facebook.com), then the country list must be empty! 
 If the specific destination is internal (e.g. web.dmz.mycompany.com), then a country list must be specified (of which Select All is a possibility). 
 
 I don't use the Internet objects. I think they may represent your network interface, but I am not sure. Use the Any destinations (Any, Any IPv4, Any IPv6) instead, as in your first example.