1) Are you using the Sidewinder Admin Console or Smartfilter Admin Console for configuring Smartfilter?
This one is tricky as Type Enforcement prevents you from modifying the relevant files. I think that an Enhancement Request should be filed for this, so that it can be changed easier https://mcafee.acceptondemand.com/
2) This should be covered in this article:
Firewall Enterprise/Sidewinder 7.x: Modifying the HTTP Proxy ACL Deny Page