I can't see anything wrong with that configuration EXCEPT for the intercept of port 2080. That could potentially be right, though - depending on what exactly the clients are doing. Because traffic on port 2080 (WGIC) is destined to the local WinGate Machine the intercept you added should not be doing anything. It's only if your clients are connecting through WinGate to a server outside on port 2080 that it should make a difference. (Be intercepted) So I suspect, like you indicated in your previous post, that the problem might be with the client setup.
Now, from your posts it sounded as if the clients are connecting out through NAT (Even though you want them to use WGIC / Proxy).
If the clients are using WGIC they should be showing up as a WRP Control Session, with other sessions underneath them. (Those sessions should be showing as HTTP / etc. even if they are not intercepted) When you are using WGIC all that should be necessary on the client computers would be to setup DNS so it points to your DNS Server and to install WGIC. You don't need to configure proxies, etc. (Generally) Traffic going through WGIC is treated as a TCP/UDP Link session. It does not go through any proxies.
If the clients are using proxies you only need to specify the IP address + port number of the WinGate Server in the appropriate applications.
If you are using NAT, all you need to do is make the WinGate Server the default gateway (As well as DNS if it's your network's DNS Server) for the applicable client machines. When you are using a pure NAT system the traffic will show up as you indicated in one of your posts (The pink/blue arrows with only IP Addresses).
Now, when you are using WGIC OR NAT you can intercept ports in the Services. If, for example, you turn "Intercept Port 80" on for the WWW Proxy Service:
If a machine makes a NAT connection to
www.msn.com (Port 80) that traffic will be redirected to the WWW Proxy Service.
If a machine makes a WGIC connection to
www.msn.com (Control port 2080, TCP Link port variable) that traffic will be redirected to the WWW-Proxy Service.
I hope that helps - it's a bit of a verbose explanation but I can't see anything wrong with your server configuration; so feel it's best to detail possible client setups. After you've checked the client setups get back to me; then we can see what else we need to do.
One suggestion - you are blocking a large number of executable files with your WRP policies. If you have an Enterprise license the Central Configuration allows you to specify which executables are allowed to run. You can even return a message to the user to indicate why they are not allowed to run that application. If you are using WGIC that becomes a very good way to restrict user access (And Internet Access) to the applications that YOU want them to run.