You need to setup a Notify-user / Splash page that auto-redirects to the URL accessed by the user without any user intervention
Creating Notification Policies: Coaching, Splash, and Compliance provides the following solution that may not be compatible with recent versions of web browsers :
<meta http-equiv="REFRESH" content="15;URL='$(exception.details)'>
<body onload="Accept();var notify_img=new Image(1,1);notify_img.src='$(exception.details)';">
<p align=center><text align=center><b><span style='color:red'><h2>Important Notice!</h2></span></b></p>
<p><b>System maintenance is scheduled for Sunday July 17, 2:00-4:00 am EST.</b></p>
<p><b>To report any conflicts with the scheduled maintenance, see $(exception.contact)</b></p>
<p><b>PLEASE NOTE:</b> Internet usage is routinely monitored and logged.</p>
<p>Your IP address: $(client.address)<br>
Your username: $(user)</p>
<p>You will be connected in 15 seconds.</p>
</body>
If the above solution does not redirect to the actual URL within 15 seconds, replacing the following entry with Javascript might help in addressing the issue :
Change from :
<meta http-equiv="REFRESH" content="15;URL='$(exception.details)'>
Change to :
<script type="text/javascript">
setTimeout(function(){window.location.href="$(exception.details)"},15000);
</script>
Note : This might not work for Internet Explorer because it does not send the HTTP Referer header which is required for Notify-User to function. If you are using Internet Explorer, clicking the Accept link manually will allow the HTTP Referer header to be sent to the ProxySG.