Hi "isolatedvirus" and thx a lot !
It makes sense. I configured [transparent mode] in order to avoid the configuration at every client side (Win or Linux) => no need to import PfSense selfsigned certificate and the SSL flow is not "broken" at the proxy level.
If I understood, the solution would be to force the outbound web trafic going through Squid-proxy first and redirect it to the firewall after... both firewall and proxy applications should be "called" but I don't think that's possible...
Regarding HTTP/S trafic flow, either I keep Squid in service (FW = useless) or I forgive Squid (and its proxy-cache for perf).
On the other hand, a proxy is really usefull in a company IT network but at home...