Can DLP inspect https session established with 2FA connections?
DLP Network Prevent for Web can inspect any HTTPS connection as long as the web proxy you integrate with support it. Two factor authentication is still based on certificates so I don't expect there to be any problems with inspecting that traffic. You would have to use a proxy server like Squid though.
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You can also integrate Web Prevent with Bluecoat, Websense and Symantec Proxies, as long as the HTTPS decryption is enabled on them.