Incidents are not detected on http channels from browsers when clients are configured to use local proxy software like zscaler. These proxies are configured to a 127.0.0.1 address on the client.
Note that https detections work as expected in this scenario.
DLP agent only monitors outbound http traffic. When the machine is configured to use the local proxy the information bypasses DLP detection.
When the local proxy sends the information it is encrypted and DLP has no way of reading the data.
Release : 15.X
In 15.8 we have added an advanced agent setting that will allow the agent to monitor the local loop back address and monitor this data.
Set NetworkMonitor.ENABLE_LOOPBACK_MONITORING.int to 1 in the agent configuration to enable this option.