I have issue when using applaction chat with f5 swg proxy transparent

It looks like you might have an issue with SSL Intercept/decryption function of SWG. In that case, you need to build either a custom category or else match on a particular hostname/URL and disable SSL Intercept in the Per-Request Policy in order to make that application work. Not all web-based applications allow for SSL Intercept to work, which is one of the reasons you have ability to turn off SSL Intercept on as-needed basis