To stream logs from your Sophos firewall (e.g. Sophos XG Firewall), follow this article:
First, log in to your Firewall client portal.
Then, configure a Syslog server (step 1 in the article), and fill in the following details:
IP Address / Domain: <your-client-name-in-loom-url>-data.loomsystems.com
Severity Level: Information
Format: Device Standard Format
Finally, specify the Logs to be stored in the Syslog Server (follow Step 2 in the article).