I use simple queues to control bandwidth for customers behind masqueraded networks. I have set up a transparent proxy in order to facilitate bandwidth management for frequent downloads such as Windows Update. However now I find that simple queues don't come into play anymore because the transparent proxy is intercepting the traffic and sending it out as source address of the proxy server. Inbound traffic from my customers aren't reaching the public interface because the proxy is working. So clients aren't port 80 traffic is not shaped anymore.

Any ideas?

shaspe traffic originsted from your router lan ip and destination is clients ip.
One of my clients proxy account rule:

name="66p" target-address=xx.yy.zz.66/32 dst-address=xx.yy.zz.65/32
interface=all queue=default priority=8 limit-at=0/0
max-limit=50000/400000

Where 65 (/26) is gw and has proxy running on it, and all traffic goes from proyx to client is shaped by that rule.

I'm not an expert shaper, but it works for me.