Do you have the proxy in transparent mode?. In this mode, Proxy does not capture HTTPS requests. To block this type of request, you should configure the Proxy in NO-Transparent mode.
Logically, this change will force you to configure the Proxy in your web browsers.
In the second point, do you mean this ?: https://xxx.xxx.xxx.xxx:444/cgi-bin/cachemgr.cgi
And on the third point, in Network -> WebProxy, you must check the “Log enabled:” box in the Log Settings section. You will see all the requests in case the Proxy does not have it in Transparent mode. If you have it in Transparent mode, you will only see http requests.
Once marked, to see the pages managed by the Proxy, you must go to Logs -> Proxy Logs and there you will see all the requests.
If you use the URL-FILTER, to see the blocked pages it would be in Logs -> URL Filter Logs.