According to support there is a bug in the MacOS client, which seems plausible since this issue only occurs with MacOS (we don't have this issue with Windows/iPad/Android). But telling our traffic-manager to do IP-based session persistence instead of plain round-robin to our security servers does seem to have a positive effect on this issue, we'll have to wait a few days to see if it is a decent workaround but so far things look good.
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