If you are having problems with iPhones or iPads (or any other device) playing through your Watchguard WebBlocker proxy (via your Watchguard firewall), the fix is very simple.
Presuming you have one of the latest firmwares (11.6.x as of today) and are using WebBlocker with a proxy combined with the content filtering…
Log into the Watchguard
Go to Firewall->Proxy Actions
Select and Edit the proxy setup you are using in your network. (you must NOT be using a predefined one, you must make your own).
Go to HTTP Proxy Exceptions
add the following:
so that your entries look like this:
Save your changes.
Re-test your app and the application should play.
This worked perfectly on our network and our i-Devices.