Cannot connect to cloudflare wrap on sophos

My company uses cloudflare wrap for internal apis. I am a noob in networks and cannot figure out why I cannot connect to cloudflare wrap on my wifi. I am using my institute wifi (NKN) and they use sophos to (I guess) secure the network.

I can connect to wrap on my mobile hotspot, so clearly the issue is with the wifi. I do not know what to say to my IT admin, so that he can make it work. Even better would be some work around to make it work.

Any help appreciated.