My first experience with a Sophos Access Point was a painful affair, as the Access Point (an AP55) was on a subnet sitting behind a separate router and the subnet’s DHCP server wasn’t the XG Firewall.
After way too much mucking around I finally came across the following article:
How to troubleshoot registration issues for the Sophos Access Point
The upshot was to add Option 234 to the DHCP scope, with Option 234 pointing to the IP address of the XG Firewall you want the Access Point to register with.
For completeness I also placed the Access Point onto the same subnet as the XG Firewall and it also failed to register with the XG Firewall, as the DHCP server for the subnet was a Windows server. After adding Option 234 to the DHCP scope the AP55 showed up on the XG Firewall.