Internet Traffic only over VPN Connection

Hello!

We use SEP "Network Threat Protection" to prohibit Internet traffic without establishing a VPN connection to our company network.
Therfore the only IP address allowed within SEP is the one of our VPN Gateway.
Now we are facing the problem that hotels and other public access points often do a http redirection to mostly internal pages where you need to enter credentials or accept
terms of use. With our rule set that traffic is blocked.
Is there a way to solve this problem?

Thanks in advance