One of our clients is using McAfee SaaS Web Protection without SSL interception. Now, we're blocking facebook.com and for some reason it looks like the cloud proxy is trying to push/redirect https session to show error message although we don't decrypt it, causing the browser to trigger error message regarding invalid SSL certificate. But from my understanding normally when SSL is not decrypted, the browser should show just some general browser error, not SSL.
With McAfee SaaS Web protection, using Client Proxy I get:
But with our corporate explicit proxy(different vendor also without SSL decryption) I get just normal general error:
So it looks like the mcafee saas is trying to decrypt the ssl just to push error message, which is not working in case of HSTS+FF/Chrome which then trigger scary message about privacy: