I have a self help program from my provider. One of the things that i can do through this program, is check connection problems. If for example, I have my firewall set to "block all", and open IE, I'll get a pop up stating a browser error was detected. I can chose to ignor or let the program find the problem. One problem it finds is the proxy setting is incorrect and if I let it, it will clear out the proxy for webshield, thus no webshield.
This is just a shot in the dark, but did you run into anything like a proxy reset? I'm just wondering if there is anything running around out there capable of turning off the webshield proxy.