Below is the full error message that the client received:

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Expired SSL Server Certificate (ssl_server_cert_expired)
 
Your request contacted a host that presented an expired or Invalid certificate 
This is typically caused by a Web Site presenting an incorrect or invalid certificate but could be because of a configuration error. 
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When bypassing the ProxySG there is no error.

Checking the validity of the certificate when browsing the website without going through the Blue Coat SG seems to be ok, the certificate is still valid.

The issue is due to the certificate being sent by the server. The certificate that expired is actually the CA certificate that signed the server certificate.