what is the best way to load balance two MWG's for traffic sharing and redundancy? is it using third party load balancer or traditional proxy cluster (director and scanning node)?
no, you Need no load balancer. Take a look at the Manual for "HA Cluster" or "High Availability Cluster". We installed such a solution for 18000 users with 6 Appliances, This works without any Trouble.
This document may help: Web Gateway: Understanding Proxy HA
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