Ssl proxy on stormshield/netasq utm

No, Let’s Encrypt does not give out intermediate certificates (and publicly-trusted CAs in general are not allowed to do so unless you submit to the auditing requirements of the CA/B Forum). See this topic for an in-depth discussion.

I’m not familiar with Stormshield, but if that’s some kind of MitM proxy that allows you to intercept and scan SSL traffic, you won’t be able to use any public CA for this purpose, as they’re not allowed to issue certificates to anyone but the domain owner. Internal/Private CAs are the way to go for that use-case.