You need to redirect port80 for the PPPoE users to the web proxy - since the PPPoE users basically create a dynamic interface - this might be part of the issue. Instead of working on an interface I would much rather work from an IP range.
This is especially true if you wish in the future to have some clients bypass the proxy. I have had this need for clients utilizing a number of different services in the past which required port 80 traffic in some way or another.
So lets pretend the Destination port is 80, the IP Proxy is on port 8080 ... the following should work
ip firewall nat src-address="x.x.x.x/x" dst-port=80 protocol=tcp action=redirect to-ports=8080 chain=dstnat
ip proxy set enabled=yes port=8080
For a more in depth look - I suggest what Syed wrote a few years back: It is applicable - although he was using good old SQUID vs the Thunder Cache...
https://aacable.wordpress.com/2011/07/2 ... client-ip/
Glenn Kelley | MCTNA, MTCWE, MTCTCE, RHCE, RHCSS
USA Based 24x7x365 Mikrotik, Juniper, Ubiquiti TAC & WISP / ISP Blind Label Support Call Center