Web Control: Option for live connect in web policy
When in a large International MPLS connected networks, allow for remote sites to live connect via their local break out internet connection rather than all web browsing traffic being pushed to the appliance via the connected links. Thus being able to benefit from full categorisation and reporting.
This sounds like a network architecture issue. You could solve this by providing a web gateway at each location and manage their policies centrally with the Sophos Management Appliance.