How to block anonymous proxies
Access the SafeSquid User Interface
SafeSquid comes with sample policy, helping you in policy creation.
Note: - HTTPS Inspection should be enabled in SafeSquid. If not enabled, you can check our document - How to enable HTTPS Inspection
Click on 'Configuration' which is at top right of the SafeSquid Interface.
On the left side bar of SafeSquid Interface click on Real Time Content Security ===> Text Analyzer

There should be some default policies under Filtering Policies subsection,search for "Anonymous Proxy". Make sure all those policies should be Enables as TRUE.

There should be some default policies under Filtering Policies subsection,search for "BYPASS TEXT FILTER ". Make sure all those policies should be Enables as TRUE.
Save (Save button is placed at right bottom)Testing:
Open any webproxy (Example : hide.me ) through SafeSquid, the page should block.