Yes, I read it. That means that it doesn’t work in those cases. Btw, as a developer it’s very easy to have something like that. It’s not as trivial as it seems at all. I encountered with similar problems all the time, with similar solutions (mainly for security theater reasons) in the past. There are websites which simply doesn’t work if you replace certificates, regardless of browser or CA for example.
Yes, I've worked with people who have run into issues with "security" solutions like ZScaler. I have tried it with some APIs (like GitHub) and it does work. Not to say it will work in your case.