No comment on the content filtering specifically, but one thing to note about firewall rules is that when using an FQDN, the MX must intercept a DNS lookup for that domain before the rule will apply. For example, if the client already has the domain resolved in its cache and you add the firewall rule, the rule won't apply until the MX see's a DNS lookup for the domain. Solved: Meraki MX Firewall with FQDN - The Meraki Community
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