Enable Authentication and Configure Domain Bypass Settings

In the Netskope UI, go to Forward Proxy > Authentication > Enable Authentication.
Select Enabled, select the account, and click Save.
Click OK.
Authentication is enabled.
Go to Domain Bypass and click Edit.
Enter the required comma-separated URLs.
<adfs-fqdn>,nsauth-<tenant name>.goskope.com,aadcdn.msauth.net
Click Save.
Important
These URLs need to be bypassed for authentication; otherwise, the services that perform the domain bypass itself will get blocked.
Click OK.
Review your settings.
Log off the Netskope tenant.