The software that by pass proxy mostly use the tunneling between the client and some server on remote. Their request always serve by that remote server.
It is not possible to stop it by squid proxy it self. You have two option
1. Use IPTables. Block all none standard ports other then required using iptables. let say my requirement is SMTP, POP3, and PROXY, Then I will allow 25, 110 and 3128 port only from inside to outside.
2. Use SNORT. Snort is IDP software that detect such softwares and aleart you. This will help you to find out such user and inform them that they are monitored strictly.
