Policy configure in proxy mode block the traffic

Dear Expert,

I had create 2 policy, from LAN > WAN. Both policy configure is same, the different only, inspection mode, 1 is proxy-mode and another is flow-mode..the pc in LAN need to connect to external (Trendmicro deep security SaaS). If the traffic pass through policy with flow-mode inspection, there are no issue but if pass through proxy-mode inspection, the pc unable to connect to external (Trendmicro deep security SaaS). I check from log (forward,web,app,ips) no blocking traffic. 

Is it need to enable HTTP Policy Redirect from the policy?

Many thanks.