Hello Furil,
Can you please provide more details on exactly what do you mean by "is it possible to get this data on the proxySG" , this question leaves to much room for speculation of what is asked, examples.
1. Can the ticket number inserted in to the DLP exception page by the DLP device be presented to end user when they try to upload something what they are not suppose to?
Answer: Yes it is possible however it depends on how does the DLP injects the Ticket number in to the DLP response and what Headers is it using , we would have to see an sample of the DLP response on packet level, like packet capture, and would have to see a Policy trace taken on the proxy for the blocked by the DLP request to see what do we received from the DLP and what can we use. See the screenshot bellow , that check box checked should make the proxy to provide to the end use the exact Execption page that the DLP or AV is sending in response, so not the Proxy exception by the DLP or AV vendors exception page.
2. Can the ticket number inserted in to the DLP exception page be logged on the proxy as the part of the Proxy Access Logs (traffic logs)?
Answer: Depends on the same variables described in the #1
I hope this helps.
Slava