open a SR with McAfee about the SSL handshake error. They will certainly require a Rule Engine Trace (see here) and Connection Tracing (GUI->Configuration->Troubleshooting->Enable Connection Tracing, results are at GUI->Troubleshooting->Connection Tracing).
Typically, you'll get a technically sound answer quite fast from them.
If there is no SSL interception, I dont think we'd sent a handshake failure back to the client.
I'm guessing that MWG might be performing the handshake instead of the client (this happens you hit the "Enable cert verification" was enabled).
Have you tried a client IP bypass at the very top of the rules as a test?