EFW probably can do internal DNS well.
Go to Proxy->DNS->DNS Routing, and add there the DNS for your domains. If your domain is .local, create two DNS masqs, one for .local and one for (without .local)
Then go to Proxy->HTTP->Authentication.
Use "Windows Active Directory Authentication"
On "Authentication Realm *" and "Domainname of AD server *" put the full name of your domain .local.
On "PDC hostname of AD server * " put the name of your domain controller, without domain name. E.g. if your DC is myDC..local, put the name myDC
On BDC, your secondary DC. Save all.
Then go to "AD join" tab.
About username and password, you should create an user specifically for this.
Check
http://www.thewestbrooks.com/downloads/Endian_Installation_and_Configuration.pdf Page 6.
If all is done correctly, Endian should connect to Active Directory, and allows you to use non-transparent proxy.
On Windows environment, credentials should be autoused and browsers autoconfigured to use http proxy. If not, check proxy.pac file to see if seems ok. (
http://efwIP/proxy.pac )