Hey Mark,
I will share what I did for one customer couple of years ago. So, since they came from a different vendor to CP, they were always used to having implicit clean up rule at the bottom of the rule base, so when I showed them CP best practise for sk @G_W_Albrecht mentioned to you, they did not feel comfortable doing so, as it advises to use blacklist approach, rather than whitelist. This is because every ordered layer in CP dashboard has to have traffic accepted, otherwise it wont work...to make long story short, it means that any any allow would technically replace implicit drop rule for this layer. Now, obviously, for traffic thats dropped on access layer, it wont do further checking on another ordered layer.
Now, in your case, here is what I suggest. What client and I ended up doing was create a section towards the top of the rule base that had 5-6 rules specifically to address URL filtering/app control and it works very well, no issues. Also, since they wanted to use https inspection, we created few rules specifically for that in https inspection policy, so users would receive blocked page when going to blocked category.
If you need help with it, message me privately and I would be happy to do remote and show you.
Cheers.