You said earlier that you had tried setting up a proxy using localhost/127.0.0.1 and port 12080 and I got the impression it did not help.
Would you please try that (let's just work with one browser first) again and add one more important step?
In the Webshield please click on "Customize" and change, in the "Basic" tab, the redirected port to 88 (it does not matter too much what it is just as long as it is not 80).
When you have made the changes to the browser for the proxy and to the Webshield please terminate the Webshield and start it again. Then browse a little with your proxied browser and see if the "last scanned" and counts in the Webshield are changing.
Please let me know how it goes.