Have the same issue from the first time i'd tried to configure an SSL interseption (about half a year ago). I've made all possible with no result. Therefore was forced to use ipcad for logging and pass users just through firewall rules.
The only idea I have is that this might have something connected with ISP. e.g. what if your ISP use SSL interception too? Then, I guess, "double interception" wouldn't work smoothly.