What are you trying to coach?
I ask because if you are trying to coach on stuff related to content filtering, you probably need it in your URL Filtering section.
If you are trying to coach for "bad" certificates, you would want it in a different location.And so on...
Trying to coach for URL categories.
In my ruleset we do it after the categorisation has been done, so presumably after URL Filtering - BYPASS in your rules. But I would need to understand what you company requirement for coachng is. For instance, do you wish to coach even if a url matches "URL Filtering - BYPASS", do you coach the same for everyones browsing even if they are in IT Dept, and Brands etc.