Weird Issue With Web Filtering

Good day guys,

I'm running a FortiGate 90D with version 5.4.1 and I'm planning to use the explicit proxy for all my clients.

The issue I'm having is that my settings work great when tested on a system on a workgroup, as soon as I join that system to the AD domain web filtering stops working[>:], have anyone got an issue like this and how to resolve it??