Issue
The TMPROXY service included in Trend Micro Worry-Free Business Security 6.0 catches the HTTPS requests the WatchGuard Access Client makes and does not pass the information to the access point.
Workaround/Solution
See this Trend Micro document, that gives details how to add the WatchGuard Access Client to the Trend Micro white list:
http://esupport.trendmicro.com/pages/Web-Reputation-Services-WRS-causes-communication-issues-with-third-party-web-applications.aspx
You must add this registry key to the client system:
[HKEY_LOCAL_MACHINE\SOFTWARE\TrendMicro\NSC\TmProxy\WhiteList\watchguard] "UseWhiteList"=dword:00000001 "ProcessImageName"="AccessClient.exe"