So running a random test lab on my laptop for practise, i enabled url filtering on Gateway-2 (see my topology) and installed the policy, for some reason its not working as when i try to acces www.heineken.com (created a custom application for this as can be seen in the pics below) the link still opens with no issues (i also tried block for this link and the link still opened) , the gateways 1 and 2 are running R80.20 with the latest hotfix however the latest hotfix for both the managements (mgmt-1 and 2) which are also on R80.20 do not install and fail (take 141) which could be related to the url filtering or maybe not, i will be attaching all pics below for your reference,
by the way i have named gateway-A as policy for gateway-1 and gateway-B as policy for gateway-2, as you can see my mgmt pc has ip of 192.168.2.10 and it has to go through gateway-2 to go to the internet which is where i have enabled url filtering.
Thanks and Regards.