We have had Sophos XG for a couple of years, and broadly speaking we're happy with the solution. However, reporting is woeful. Yes, as mentioned, you can produce reports with the desired information, but try and export that into a simple report is impossible. Generally, it results in a 7-page report when it could easily be 1-page, and this is just for reporting one category. Contrast this with the simple safeguarding report I used to receive when we had Lightspeed filtering, to get the same info from the XG i need to run 10 separate reports (I hope someone corrects me on this!).
We recently had an issue where our bandwidth was being maxed out for prolonged periods, neither myself, Sophos support (don't get me started on them!) or our sophos support partner could elicit the information from the logs which would pinpoint the issue.
We have recently started trialling Fastvue, and it certainly adds a new dimension to reporting. For instance, google will show on reports as that rather than gstatic.com or gvt1.com, thus making it much easier for the reader to interpret. I can also easily see bandwidth hoggers and a few other metrics. It's not cheap however. 3-year deal is 1k per annum all up front. 1-year deal is double that.