Just a heads up: the 9.4 Beta Version of the Sophos UTM now supports installing via serial console.
I installed it today to a APU2 board and everything went fine if you do just one single modification:
- modify the file isolinux.cfg from the /isolinux/ folder altering the speed of the serial console from 38400 to 115200 .
In addition, I followed this tutorial to install from a USB stick:
At the step involving mounting the usb stick using the ALT+F2, there was no output to the console, so I did that step "blindly" . Probably if someone has time, can decompress the initramfs.gz and modify the /etc/inittab to enable the console for this option.