Sophos UTM has many open source services. Each service is for another function. The Web Protection is a squid proxy which can be used via Proxy-IP or via transparent mode. The VPN service “pluto” is an implemenation of strongSwan, etc. A data-packet runs trough many layers. I tried to figure out in which order it happens. I hope they are correct :->
feel free to correct me with your comment. I will be on vacation in Las Vegas, I will answer after my holiday. I wish you a nice weekend! See you!