This issue we can find out using below troubleshooting method like first we need to understand the problem.

1- If application access without Zscaler client connector and once enable Zscaler client connector its stop working , it means issue with zscaler .

2- we can ask user to provide IP or URL address binded to that application if he know then first we need to check URL category before adding any bypass method SSL/Auth

3- If URL’s are not known ask user to get the Wireshark installed on their machine. Take wireshark capture with and without Zscaler, and find out the URL from wireshark , and added that URL into Auth/SSL bypass.

after this may be issue got fixed.

Thanks guys