From your previous posts I'm not sure which version you are using. Is it 5.x or 6.x?
1. User problem
I'm going to assume it's 6.x and carry on from there. However, if it is a version 5.x installation, check what your Database Useage is set to. 5.x could run in a mixed mode, which would allow either WinGate or OS user accounts to be used. This (Rather long URL)
http://support.qbik.com/index.php?_a=kn ... %3C%2Fa%3E
provides the information regarding login for AD.
For version 6. Firstly, the WinGate Service must be logged in as a user that has rights to the AD as well. This is required for WinGate to be able to enumerate groups properly.
With the DNS Setup be careful not to setup a loop. It does not sound as if that has happened in your setup - but if it does, you can exclude the AD Server from being available as an external DNS Server using Advanced Options (On the Start Menu)
2. PureSight Question
In PureSight you are not setting up policies. You are enabling the plugin for specific users. For example, you might not want to filter Administrators. Then you would exclude them from the plugin.
So, if you want access policies (Not Plugin useage policies) you still need to apply those in the WWW Proxy Server.