This article explains an issue where the Zscaler auto provisioning tunnel does not come up.

There will not be any wan edge events generated, as the tunnel negotiation will not be initiated by MIST.

• While configuring the Zscaler auto provisioning, it is a must to create a traffic-steering profile and assign that to one of the security policies.
• If the policy and traffic-steering pointing toward the zscaler tunnel are not added, MIST will not initiate the auto provisioning tunnel.
• You can use the tech document for the Zscaler auto-provisioning configuration.