most of these tools use an HTTPS tunnel to tunnel data through the proxy. These tools can be stopped from working by deplyoing SSL Scanner. SSL Scanner will enforce that real HTTPS communication will go through the proxy, and avoid non HTTPS communication to pass.
To learn more about SSL Scanner, please review the product guide.
If you have already enabled SSL Scanner please provide more information about the tool that is used to support. We will analyze how the tool works and find a way to block it. If you currently do not have SSL Scanner enabled please do not turn it on without having followed all available documentation, as it requires some prerequisites to be met.