This was not intentional but increases the chance that you fiddle arround with the settings 
Never ever have i wrath 
So if you at the moment not want using the proxy i suggest you think over if you maybe not split this project into 2 parts. You first only block Forward Firewall. You have then enough to figure out. The only “problem” is, afterwards you have to think after using proxy to delete the unnecessary rules.
The goal should be use all together with proxy and Url filter.