In my personal experience, web filter works reliably (in lab environment). If you have a ticket opened, usually TAC support can assist to check how & why it is not working in your environment. I see you have very detailed steps to reproduce, if somehow your case engineer already done checking all from FCT Diagnostic Result but no avail, may I suggest either below:
1. Join one of our lab PC to your EMS to reproduce & investigate the issue 2. Join one of your test machine to our lab EMS with your endpoint profile to reproduce & investigate the issue This may help narrow down the root cause.
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