For some reason, reCAPTCHA stops working when a HTTPS policy is enabled. I'm not seeing anything being blocked in the traffic monitor.
Any idea on why is this happening?
It may be a few things -- anywhere from TLS in use (the recapcha images, etc, usually come from a different webserver than the one you're on), to it trying to send non-https data over https, to the cert in use.
Since you've verified that it works without the proxy, the easiest way to get it working is to try to make an exception for that page element.
-If you are using content inspection, try adding an exception for the site recapcha is using via the http proxy.
-If you're using just the HTTPS proxy without inspection, try setting that page to allow in the HTTPS proxy rules.
-You can also make a packet filter exception from any-trusted to the server that is being used for recapcha, and put it above your HTTPS proxy rule.
If none of that is working, I'd suggest creating a case so that one of our reps can help determine what is going wrong.
WatchGuard Customer Support