Apparently the VPM.XML file (https://<ProxySG>:8082/config_policy_source.xml) is syntactically incorrect.
You can go to "Configuration > Policy > Policy Files > Visual Policy Files > Install VPM-XML from: Text Editor > Install", copy the file content, fix the syntax errors in a text editor, then paste the corrected version into the popup window again and click "Install". Or if you have any backups, either restore the complete last working backup, or grep the VPM-XML file out of the backup and paste it into the popup window (the backup file is just plain text).
A correct VPM-XML must start and end with
<?xml version="1.0" encoding="UTF-8"?>
<!--***************************************************************-->
<!-- WARNING: -->
<!-- THIS FILE IS AUTOMATICALLY GENERATED - DO NOT EDIT! -->
<!-- MANUALLY EDITING THIS FILE MAY PREVENT VPM FROM BEING -->
<!-- ABLE TO LOAD POLICY. -->
<!--***************************************************************-->
<vpmapp>
...
</vpmapp>