Hi Prometejas,
Ok, if I understand you, yours users use external proxies (not from your company)
I suggest 2 solutions:
1) I understand that you use the FG as a transparent proxy and use its' content filtering. If you don' t, and you have a proxy device, set explicit proxy => require a proxy setting in your browser config and deny all internet accesses except for the proxy. That' s what we do in our company.
2) write an IPS rule to drop attempts to reach proxies of the intenet, it will more efficient than trying to block a specific browser. User ca change easily their " User-Agent" , but they probably do not have de knowlede to change the " Proxy-Connection" header send when a browser try to connect to a proxy server.
Here is a snort rule to do it, you have to write it using the Fortinet syntax and apply it for all port not only 80. You can look at my previous post to help you (http://support.fortinet.com/forum/tm.asp?m=14492&p=1&tmode=1&smode=1)
alert tcp $HOME_NET any -> $EXTERNAL_NET 80 (msg:" BLEEDING-EDGE Policy
Proxy Connection detected" ; flow:established; content:" Proxy-Connection" ;
classtype:attempted-user; sid:2001449; rev:1;)
OTH,
Buzzy