If your client is configured to go via the proxy then you cannot block access to HTTP using a firewall rule as the client is no longer connecting through the firewall but to the Proxy.
If you want to block access to some clients to HTTP then you will need to create a new Proxy Access Policy;
source = IP or MAC and enter your client details
destination = <Any>
access policy = Deny access
position = First position
Also make sure that there is no active firewall rule allowing HTTP as otherwise the clients can bypass your Proxy
Hope this helps