Some progress. I had to create each group, save it, then hit save again under the Groups tab, wait for it to populate under the Users tab (manually running dansguardian_ldap.php did NOT populate the group immediately), hit save, then repeat for every group. I now have what I'm told is the complete list of users. I also had to restore the "Default" group from backup.
I have now set the default group to deny access, and have set up all the other grous for thier appropriate access. Now when a user configures the proxy, they are simply denied, never taken to a page to verify credentials. I can't add this firewall to the domain I'm working on as per https://forum.pfsense.org/index.php/topic,58700.0.html . if I set the default back to allowed the person can get through. Is there someplace I need to turn on the ability to have the thing ASK for credentials if none are presented?