Cannot get decryption happening with F5 SWG

Unfortunately a lot of the search results are for this content are for v11.x, which was released over a decade ago. SWG has changed significantly since that older version. Take a look at these newer instructions that talk about SWG implementations:

https://techdocs.f5.com/en-us/bigip-15-1-0/big-ip-access-policy-manager-secure-web-gateway/ssl-bypass-and-intercept-with-apm.html

We also have another module called SSL Orchestrator that is specifically designed for this "decrypting outbound internet gateway" use case. It allows you to dynamically forward selected traffic to 3rd party inspection devices that do not themselves support SSL interception. It also makes setup much simpler:

 https://clouddocs.f5.com/sslo-deployment-guide/sslo-11/chapter1/page1.01.html