I'm afraid I will have to throw a wrench into your plans. Application-based steering wouldn't help you even if the App detection worked.
Application-based steering in SD-WAN is implemented as dynamically created and updated ISDB entries (destination IP X + port Y => Application Z). Since all of your traffic has the same destination IP:port (the proxy), all of it would always be treated as the most recently identified application, thus rendering any attempts to do per-app steering pointless.
[ corrections always welcome ]