Some updaters, etc. still use HTTP protocol on port 80 to do their updates, they just don't use your browser.
So it monitors HTTP traffic on port 80, this is normally restricted to known approved browsers to avoid this sort of thing. So I don't know what is going on with your system (I don't use and cloud applications), but what I do know is that the web shield 'doesn't initiate' the connection.
I don't know what your firewall is, as I presume that is where you are getting the data about the amazonaws.com/web shield. The reason I say this is that some firewalls only recognise the proxy and not what is using it.