I'm not absolutely sure about the ramifications of using a proxy server (pretty sure there should be none) but here are my thoughts logically:
Connections to Proxy Servers from Clients are separate TCP sessions to the Proxy Server Connection to Internet.
- Clients will use standard HTTP/s optimisation between client and proxy server
- SCA will be required on the SSH for Proxy to SaaS service connections.
- Mode will be Direct mode on the SSH.
- CA's will need to be applied to proxy server.
I also just found that there is a great doc on the support site (support.riverbed.com):
Do a search for "Deployment Guide - SCA with Enterprise Proxy" and this doc goes thru "all" the steps