proxyav service-group cannot be deleted with error "% Cannot delete the service-group specified, it is in use." even though there is no policy rule using the AV service-group.
When a ProxyAV ICAP Server is added to Malware Scanning, ProxySG automatically adds proxyav service-group along with proxyav1 ICAP server (proxyav2 will be added if proxyav1 does exist elready, proxyav3 if proxyav1 and proxyav2 exists and so on)
If the above does not work, open up a SysInfo and search through it for the name of the ICAP Server (proxyav1). This will show where else the object is referenced. If the object is not referenced by any policy, then the ProxySG has this object stuck in memory. The only solution for this is to reboot the proxy and attempt the above again.