We currently use our EPO console to manage our desktops for Antivirus/malware/spyware/DLP and laptop encryption, and we would like to install the Web Console virtual appliance to monitor our web traffic. (We use CEB)
We have one central EPO server for the firm, but will have more than one internet breakout point. One in Northampton and one in Norwich.
By Web Console I assume you mean Web Gateway.
Disclaimer: We currently do not use McAfee Client Proxy, EPO, CSR or McAfee Cloud. I've looked at all of them but they don't fit our environment which from your description is very different to yours.