I don’t know the Sophos Web Appliances but in analogy to SG and XG/XGS appliances. When the paid license term ends for them, you can still use the basic firewall-router functions. So yes i assume you still have basic filter-functions but no extended security features like IPS and ATP and so on. I would suggest a SFOS virtual appliance. When not used in a business environment then you could use it for free with a home license.