If you get the error that looks like this follow the directions below:

  1. Open Sophos and click About in the bottom left corner then click "Run Diagnostics Tool".
  2.  Click Pre-requisites on the left side and click the Allow full Disk access button.
  3. Click the apple menu in the top left > Click System Settings > Click Privacy & Security on the left side > Click Full Disk Access in the right pane.
  4. Switch back to the Sophos Diagnostics instructions and drag the Sophos icon from that window to the Full Disk Access pane.
  5. Authenticate with your password when prompted and click the Quit & Reopen button.
  6. After 1-2 minutes the diagnostics tool should light up with all green checkmarks and everything should be running properly.  Alternatively you can click the Sophos icon at the top of the mac bar to see if it's running properly now.  After that, you can close all of the windows using the red ball in the top left corner of each screen.