I have an older implementation of Websense that I'm migrating to new appliances shortly and just found that Microsoft Patch KB3061518 (https://support.microsoft.com/en-us/kb/3061518) causes some HTTPS sites to display a "Page Cannot be Found" error. You seemingly only have a few options:
1) Remove the patch
2) Upgrade Websense
3) Turn off HTTPS decryption or bypass each site.