https://community.sophos.com/kb/en-us/132291
Enable below 2 items
Microsoft Windows Update
O365 - 92 (Common - Default)
or Add below to Exceptions
^([A-Za-z0-9.-]*\.)?microsoft\.com/
^([A-Za-z0-9.-]*\.)?windowsupdate\.com/
^([A-Za-z0-9.-]*\.)?officecdn.microsoft.com.edgesuite.net/
^([A-Za-z0-9.-]*\.)?officecdn.microsoft\.com/