The customer is not able to access a particular web site through the proxy, but they can access the site if the request is bypassed in a transparent deployment.
Packet capture will depict the request is failing to initiate TCP 3-WAY handshake for the upstream server. Basically, the proxy will send SYN, but no further response receives from the OCS.
Fundamentally, when it's going through the proxy, the proxy will intercept the traffic and send the request to the server on behalf of the client. So the client thinks that the upstream server is proxy and the upstream server sees it as coming from the client (but actually proxy is processing the connection). At this point the source IP will be proxy's IP. So the problem begins when the source is proxy's IP. Hence, we will require to find out why the connection is failing when the request is originating from the proxy.
As a workaround you could try to enable reflect client IP and tell the proxy to use client IP (If there's a firewall, client needs to be allowed to go out directly). But to find out the underlying issue, this needs to be further investigated from the upstream (between proxy and upstream provider).
Here's how to enable reflect client IP for a particular host
url.address=x.x.x.x reflect_ip(client) ;replace x.x.x.x with the IP address of the host/OCS