ProxySG, beside database categories, have System categories, listed as:
none - Set the policy action for web sites that could not be categorized by the service point.
unavailable - Set the policy action for web sites for which the Unified Agent could not reach WebPulse to determine a categorization. Typical reasons include local connectivity issues (for example, a personal firewall blocking the traffic or a machine that has no IP address).
Our customer/partner would like to add category - all
That would mean that entire web surfing could be disabled with Unified agent (available at: Configuration -> Clients -> Web filtering)
At this point it is not easy to block the entire internet surfing via Unified agent as you need to use all those Blue Coat build in categories, that are subject to change