All users fail to authenticate in a transparent proxy. An "authentication_redirect_to_virtual_host DENIED" message can be seen from the Access Logs.
Please ensure the HTTPS Reverse Proxy service for virtual URL is intercepted explicitly. This service must be exclusively listening for virtual URL authentication requests.
Please ensure there's no rule in policy denying explicit traffic. Transparent authentication is performed via explicit connection, as you are directing the transparent user to authenticate at the ProxySG appliance.