It really is highly unusual to have your proxy outside your firewall. Why isn't your proxy in the Trust zone? If it were inside, the PA would see it as just another client and your policies would work as you expect.
Connections via proxies are not quite the same as those that go direct, so I suspect that your firewall is not seeing the traffic as web traffic and is not applying your policies to it.
Click Accept as Solution to acknowledge that the answer to your question has been provided.
The button appears next to the replies on topics you’ve started. The member who gave the solution and all future visitors to this topic will appreciate it!
These simple actions take just seconds of your time, but go a long way in showing appreciation for community members and the Live Community as a whole!
The Live Community thanks you for your participation!