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@Joe_Kanaszka I believe not what you want to do. Yes, Check Point gateway can run as proxy for your clients.
You mentioned:
"explicit proxy to forward this http traffic that matches a "head office" list of domains to our peer proxy server at head office"
Sending a website with URL www.mycompany.com to proxy A and website with URL www.myowndomain.com to proxy B or the internet, this is'nt possible.
Beside of this and in my own experience, I would no more use the proxy feature of a Check Point gateway. It really slows down all connections going via proxy, Because all of these connections can't be accelerate by SecureXL.
sk92482 - Performance impact after enabling HTTP/HTTPS Proxy on Security Gateway
Proxy feature all the time results in some memory leaks. Some authentications can't be passed through the proxy....
See sk110013 - How to configure Check Point Security Gateway as HTTP/HTTPS Proxy
I would really do a deep testing PoC beofre going in production. I prefer using a dedicated product for such a feature. (SQUID does everything for us)
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