HTTP Upgrade and Web Sockets
HTTP Upgrade mechanism allows to upgrade existing HTTP 1.1 connections to other protocols, for example for HTTP/2 or WebSockets. Internally binary structure of these protocols is quite different from normal HTTP 1.1 and thus very difficult to inspect.
If you use HTTPS inspection, Web Filtering Proxy prevents browser clients from upgrading HTTP 1.1 to other protocols. Thus, it means WebSocket connections may stop working when HTTPS inspection is enabled.
If you need to manually enable the WebSocket connections to specific sites, just add those sites to filtering exclusions, this will force the proxy to treat the connection as opaque tunnel and thus allow everything on it, including HTTP Upgrades, WebSockets, HTTP/2, SFTP and any other TCP protocol.