If interceptor driver cannot be loaded you will need to ensure that the SHA2 signing is installed. This usually happens on Windows 2008 R2(without SP1).
In Engine logs the following error is present:
DRIVER ERROR: Driver.load failed: Windows cannot verify the digital signature for this file.
A recent hardware or software change might have installed a file that is signed incorrectly or damaged,
or that might be malicious software from an unknown source.
In order to fix this you will need to upgrade to Windows 2008 R2 SP1 + KB3033929 which allows using the SHA-2 versions of nfid.sys driver.