Here are the HTTPS inspection bypass rules we had to create in order to make to services work :
Skype for Business :
Source / Destination / Services / Site Category / Action
Internal_Nets / O365_IPv4_LYO / Skype_Entreprise / Any / Bypass
Internal_Nets / Internet / Skype_Entreprise / Skype_Custom_URLs / Bypass
Exchange Online (autodiscovery, etc) :
Source / Destination / Services / Site Category / Action
Internal_Nets / O365_IPv4_EXO / https / Any / Bypass
Internal_Nets / Internet / https / O365_URL_EXO / Bypass
We also had to add these rules in the Application policy :
Internal_Nets / O365_IPv4_EXO / http / Accept
Internal_Nets / O365_IPv4_EXO / https / Accept
Internal_Nets / O365_IPv4_LYO / Skype_Entreprise / Accept
Where :
O365_IPv4_LYO, O365_URL_EXO & O365_IPv4_EXO where created by our Powershell script, eg :
Create-O365CheckpointObjects -Server cpserver -Service EXO -Type URL
The "Skype_Entreprise" service matches :
https, TCP/50000-59999, UDP/50000-59999, TCP/5223, UDP/3478
The "Skype_Custom_URLs" application/site corresponds to :
*.lync.com, lync.com, *.skype.com, skype.com, *.skype.net, skype.net, *.trouter.io