There doesn't appear to be a cloud web security "suggest a feature" forum so I'll try putting it here.
Websense Web Security/Filter has had for a long time the Usage Monitor and I'd love for its features to be included in the Cloud Web Security service. Basically I'm looking for the ability to be notified via email in the event that something happens such as excessive attempts against a specific category by the same user. Example-- UserA has attempted Malicious Websites 50x in the past hour. This was very useful with Usage Monitor with on-premise versions of Websense to notify me of either malware infections on the network or of a user attempting to circumvent filtering (trying proxy sites until they find one that's not blocked).