This isnt a Web Gateway Question... Just checked how this app works and found this:
Psiphon automatically starts connecting when you run it. While it is connecting, a spinning icon is displayed. You may select one of the following tunnel modes: VPN (L2TP over IPsec), SSH, or SSH+ (SSH plus obfuscation, a randomized layer on top of SSH to avoid protocol fingerprinting).
Web Gateway is an HTTP/HTTPs Proxy and do not proxy SSH+, VPN and bare SSH protocol. This won't be sent to your Web Gateway and can't be blocked here as well. If you have to block those protocols, make sure your firewall block it.
In case you're a web worm, much the same as me, at that point you should be surfing a huge amount of sites for the duration of the day. Some of these sites ( or the vast majority of them ) open with no bother, yet a few sites don't open and restore a "not available" blunder. This is because of the way that those sites are restricted by the administration in that specific area or nation for reasons unknown ( frequently theft ). In any case, on the off chance that you need to get to such destinations, you have to sidestep these limitations by making a few changes on your cell phone. In the event that you aren't a specialized person who doesn't know a ton about establishing and center level stuff, at that point don't stress, I'll separate it in the blog entry. In this post, I'll discuss how you can introduce Psiphon 3 for PC or your android gadget and get to blocked sites.
I've not spent any time with it, but MWG has options to enable a SOCKS proxy feature, which may allow SSH proxying (though, I haven't worked with SOCKS on MWG).