First thing to check is the web filtering logs for the http proxy should indicate what the issue is. The log should be able to tell you if the traffic is passing through the proxy and which profile it is matching as well as if the traffic is being passed/blocked.
If you cannot resolve the issue please post the log lines for the site you are trying to block as well as screenshots of your proxy configuration.
First thing to check is the web filtering logs for the http proxy should indicate what the issue is. The log should be able to tell you if the traffic is passing through the proxy and which profile it is matching as well as if the traffic is being passed/blocked.
If you cannot resolve the issue please post the log lines for the site you are trying to block as well as screenshots of your proxy configuration.