Problems that occur behind-the-scenes can be a challenge to diagnose. Usually, it's enough to do in the Web Gateway, but not always. Some users are savvy enough to run Fiddler (Free Web Debugging Proxy - Telerik) or Wireshark.
However, I often find myself directing average users to dig into F12 Developer Tools and capturing request in the F12 “Network” tab.
Microsoft has a nice introduction to this here: Using Windows Internet Explorer Developer Tools Network Capture (Internet Explorer)
I thought I'd add a few pointers specific to diagnosing Web Gateway issues (and other web proxies), since I so often find myself walking people through this. And, if you are a user who is hitting intermittent issues, you may want to quickly capture the errors on your own, so that you'll have something to pass on to your support staff that they can actually work with.
I'm only going to cover Internet Explorer here, but much of this also applies to Firefox and Chrome. And, there's no reason this thread can't include posts from other proxy admins for those if needed.
The F12 Developer Tools of Internet Explorer includes a “Network” tool that is very useful to finding those behind-the-scenes URL's that are being blocked or running into hidden errors. In such cases, the only way to get to the causes of those problems may be through this tool; and if the problems are intermittent, you may find yourself having to run this tool as an end user. However technical this may seem, this brief guide should simplify the process.
Remember: The right amount of detail gets the fastest fix. Both the footer and the body of a block page contain juicy details, it's never wrong to include those. That way your support people will have the actual URL that was blocked, as well as reason it was blocked (yes, there are many reasons a thing can be blocked, and knowing exactly which one saves heaps of time). And again, the URL you requested or clicked on may not be the one that was blocked, so provide that as well, particularly if it's different from that of the block page.
So, these are the things I end up discussing when I walk a user through a deep dive diagnostic session. Now that I've written it out, I wondering why I haven't done this before. Hopefully, others will find it useful to have these points laid out in advance.
If other forum members want to add tips for Firefox and Chrome, please do.