Simple Next Generation Firewall Manipulation Leading to Data Exfiltration

I was asked to take over a project involving implementing some Next Generation Firewalls. In this particular case it was Cisco Firepower Threat Defense. I was told that these NGFWs are all singing, all dancing and given the cost of them you’d expect that and more. I was told they understand more than just Layer 3 meaning we can do things like write rules based on FQDN, allow traffic based