Garmin Watch can't connect to the internet

Hi guys.
I have strange issue.
Whenever I tried to connect Garmin watch (Vivoactive) to the internet, it say "connection fail".
Now, if i disable Web Protection - all is well and no problem
Enabling again - no connection.
I have tried to put all Garmins that I found in the log at the exceptions - didn't help.
Also looking at the Web Protection log I can't see any problem.

Any help or idea will  be appreciate.

Thanks,
Goldy