Using pfsense as proxy server only with other dual wan router

[acidrop]

Hello!

I'm thinking to deploy a pfsense machine with 2 ifs (lan+wan) acting as default gateway for the clients.
I will use squid + squidguard to block content and transparent proxy option.
At the WAN if of pfsense i will connect a router with dual wan capabilities like draytek vigor 2910 which will handle 2 adsl lines with load balancing and fail over.
My question is: If i do this will i have proxy capabilities with fail over? (as pfsense cannot handle transparent proxy with dual wan on the same machine).

Here is a simple graph:

|–>wan1
LAN --->Pfsense (proxy server)--> vigor --|
                                                          |
                                                          -->wan2

thank you