strange Behavior when Web Filtering is active

Question

Hi Guys, 
 I've a really strange Behavior from I think some wrongly set Setting. 
 I tried many Things like disabling the Firewall Rules (all), disabling the Masquerading and although added a Firewall Rule to block all Traffic, but the Internet Access still worked. 
 Then I disabled the Web Filtering -> voila, all worked as expected 
 What Setting could cause that? 
 What would I need to change? 
 
 Attached my Web Filtering Settings:

Ol Deda · Accepted Answer

Why do you thing is something wrong? If Web Filtering is active firewall cannot do nothing
I think you configured the browser proxy port 8080, but not configured pbowsers PC, has still access to internet

If so disable "Transparent mode"