@cassie_280 Looking at your pcap file I would say its working as it should. I see your target computer 10.3.132.110 is requesting the file size of undionly.kpxe and then requests the file. So I find it strange you are getting that error.
Can you confirm that on your fog server that in /tftpboot/undionly.kpxe exists?
You can also test this by installing the tftp client feature on a windows computer, see if you can download undionly.kpxe.
If you can’t get it to work, we still have an option. Remove all pxe booting settings from your sophos firewall. We can have you install dnsmaq on your fog server to supply the missing pxe booting information. This is an alternate method when your dhcp server isn’t capable of supplying the right info.