If the router is used as a proxy with a parent proxy set the packets MUST have the source IP address of the router, that's how chained proxies work.
If you're destination NATing to the Squid proxy directly and the router source NATs the packets to itself then it's doing so because you specifically told it to do so in the source NAT rule set. Reconfigure your ruleset so that it stops doing that. If you need help with that please post a network diagram with IP addresses and device names, and the output of /ip address print detail", "/ip route print detail", "/interface print", "/ip firewall export".
Specific answers require specific questions. When in doubt, post the output of "/ip address print detail", "/ip route print detail", "/interface print detail", "/ip firewall export", and an accurate network diagram.