Mikrotik configured as Web Proxy to accept connections on port 8080 on one of my Ethernet Interfaces.

All clients connect via PPPoE / PPTP and everthing seems to work 100%. The caching works, except for some sites.
Example: http://www.microsoft.com works, If I click on "Deverloper Tools", the page do not get loaded. A direct connection (no proxy) works as it should.

Any idea what might be the problem? Ive tried to set a MANGLE rule on my Ethernet interface to fix the MTU issues, but it doesn't seem to work.

Any help appreciated