In general, VPN apps might conflict with all Web Debugging Proxy apps, includes Proxyman, Charles Proxy, Fiddler, and Wireshark.
This troubleshooting would describe what VPN services that work and do not work with Proxyman and how to fix it.
Proxyman could not capture any HTTP/HTTPS Traffic when you're using VPN apps.
Basically, the VPN app would force all traffic that goes through the VPN Server instead of the Proxyman Local Server (127.0.0.1:9090). Therefore, Proxyman could not capture the traffic.
In order to fix it
Open your VPN's Preference and try to find a text field that you can override the HTTP/HTTPS Proxy.
If it's available, let override to the address: 127.0.0.1 at Port 9090
If it's not available, please google "<Your VPN Name> config HTTP Proxy" and see how to do it.
Then, Proxyman can capture and works with your VPN app.
Works fine without any configuration.
Work fine if set HTTP Proxy to Proxyman. Please follow this guideline https://docs.fortinet.com/document/forticlient/6.2.0/xml-reference-guide/179671/proxy-settings
Try to set HTTP Proxy if it's available in AnyConnect's Preference
Enter your host in "Bypass proxy settings for these Hosts & Domains" in section in System Preferences -> Network -> Wi-Fi > Advanced -> Proxies (Ref: https://github.com/ProxymanApp/Proxyman/issues/264#issuecomment-816093447)
It might work if we follow the following process:
Connect to the VPN and Verify it works
Open Proxyman app
Reset the VPN Connection
Sophos doesn't work with all Web Debugging Proxy apps. It's a known issue from Sophos and there is no solution to fix it.
Please try to ask your Security Team to try to set the HTTP/HTTPS Proxy from Sophos.
Update: Sophos 10.0.4 (A/V Endpoint Protection) might work with Proxyman with a new network proxy extension, but it has a known issue that causes massive CPU Spikes. It's going to fix in the upcoming EAP.