You are seeing :0 port in the the Active/Proxied Sessions on the proxy.
When a client PC establishes a connection to the ProxySG, it opens a 'local port' (anything over 1024). In the example below , this is port :2663
This is the port which the client is using to make/receive requests from.
The current active session above is:
This is the first request being made by the browser.
Once the client/browser has finished receiving the data on his local port for this request, the client/browser can either close the connection (by sending a FIN/ACK) or re-use the same local port to request some more data (also referred to as a 'persistent client connection').
If the client/browser re-uses the same local port to request data to a new host (e.g maps.google.com), then the original request (www.google.co.uk) gets assigned the :0 value because there is no more data going to this host, and the new request (maps.google.com) becomes the new 'active session' .
After 5 'old requests' have been assigned to :0 they will start to accumulate under a catch-all active session called 'older connections:0'.
So, while these :0 'old requests' are still showing in 'active sessions' they refer to requests that occurred earlier on the same local port (persistent client connection)
The 'client' is assigned :0 is because the client is no longer making requests to these same hosts under the same local port.
The 'server' is called 'older connections:0' is because it contains multiple hosts for old request.