Same problem happened to me.
Although I blocked ALL traffic to specific IPs at firewall rules, squid proxy (I am using transparent) let pass the port 80 traffic.
So I entered the IPs (or alias) separated by semi-colons to "Bypass Proxy for These Destination IPs" and it worked.
It is an old topic but if anyone have similar problem, this is a way to fix it.
Cheers
PS: Makesure your alias is typed exactly (if there is capital letters, type as it is). If you do not follow correct capitals when entering the alias, the proxy stops working.