Customer was having a problem with calls initiated with teams and skype desktop application.
The problem was specific to the audio and in only one way. Incoming audio was fine.
I did not found some interesting logs in the Sophos, but I found some threads speaking of this.

https://community.sophos.com/utm-firewall/f/network-protection-firewall-nat-qos-ips/121696/call-quality-issues-with-teams

Solution was to add an IPS exception to avoid RTP drop due to high number of udp packets :