Can Symantec Endpoint 12.x Firewall work beside another proxy ?

I have http script(ex: http://proxy.mp........) configured as a proxy in the internet explorer browser 

and i want to active the Endpoint Firewall to restrict access to sites like facebook in the computers and i dont have a way to manage the main proxy 

can i do this ?

I made a policy in the endpoint and created a rule to restrict all sites and it works in the the same time of the proxy configured in the internet option 

but now i want to allow all sites that already allowed by the main proxy and restrict one site so i created two rules one to allow all sites and the second one to block facebook and it doesn't work.

Can anyone help to clear this situation?

Thank you all