I understand the Neil question and frustration, I try the best to describe the situation and please do not reply it work as intended...and you need to enable HTTPS inspection.
We got the same issues with URL blocked....unnecessary calls to our help desk.
Assuming we block you "youtube.com", if the user is accessing the site with HTTP then the wonderful "blocked message page" is displayed. That is great and the user know the paged is blocked...end of story.
Now, the user or most Internet pages are redirected to "HTTPS"...from google to youtube to your banking.....etc,etc.
https://youtube.com is still blocked by URL filtering without HTTPS inspection ...known this by searching at Smartlog, Tracker, Events....
but NO wonderful blocked page is display to the user.....just a "Secure Connection Failed" is displayed, prompting the user to initiate a call to the help desk.