Enter the hostname of your Sophos UTM as a fully qualified domain name (FQDN). The fully qualified domain name is an unambiguous domain name that specifies the node's absolute position in the DNS tree hierarchy, for example utm.example.com. A hostname may contain alphanumeric characters, dots, and hyphens. At the end of the hostname there must be a special designator such as com, org, or de. The hostname will be used in notification messages to identify Sophos UTM. It will also appear in status messages sent by the Web Filter. Note that the hostname does not need to be registered in the DNS zone for your domain.
Sophos UTM Administration Guide