When requesting a filtered address, the Websense proxy first sends a 302 HTTP Redirect status to a diagnostic URL, then redirect to an HTML web page. As it is not an error code, it is not interpreted by the usual update scripts (like script to upgrade python) as an error, which means that the script reports a success. It is then very confusing to understand why the global update doesn’t work properly.
The Websense proxy should send a ERROR status, which should be an 402 (or 405 or something like that) code. In that case it would be effectively interpreted by the update script as an error.