Yes, some Firewalls are taking issue with the Multiple Certificate Chain/Paths.
For example Qualys SSL Server Test even shows Certification Path #2 for community.letsencrypt.org with the Expired Certificate. For this reason some Firewalls that perform SSL Scanning (Proxying) take issue.
See "Certification Paths" -> "Path #2: Not trusted (invalid certificate [Fingerprint SHA256: 0687260331a72403d909f105e69bcf0d32e1bd2493ffc6d9206d11bcd6770739])"
For Sophos UTM/SG Firewalls see: Service and Support