Web Proxy Forwarding is not Supported to a Server on the LAN
A Web proxy server intercepts HTTP requests and determines if it has stored copies of the requested Web pages. If it does not, the proxy completes the request to the server on the Internet, returning the requested information to the user and also saving it locally for future requests. Setting up a Web proxy server on a network can be cumbersome, because each computer on the network must be configured to direct Web requests to the server. If you have a proxy server on your network, you can instead move the server to the WAN and enable Web Proxy Forwarding on the SonicWall without requiring all the computers on the network to be configured. The only location for a Web proxy server supported by SonicWall is on the WAN.
VirusScan ASaP Clients will not work properly if hosts send to a proxy server on the LAN. VirusScan ASaP Clients do not have a problem using the Web Proxy Forwarding feature to a server on the WAN.
Web Proxy Forwarding feature will not work with a proxy server on the LAN. If forwarding only from the LAN, the proxy must be on the WAN or DMZ. If forwarding from the LAN and DMZ (Public Zones), the proxy must be on the WAN.
Refer the appropriate SonicOS Administrator's Guide for instructions on use of the Web Proxy Forwarding feature.