No filtering = faster internet speed
is difference huge ?
No caching = faster internet speed
How did you achieve this? Zentyal GUI doesn't allow to implement proxy without cache, as far as I know
With or without proxy speed is not noticeable
I can't correlate this with above sentence unless you tweaked Zentyal config to enable proxy without cache or did you set "cache size =0" and noticed that this impacts internet access speed?
but from what i understand proxy and caching should should bumped up the speed of the internet.
not 100% true. Not wrong neither

proxy by itself will not provide faster internet access. Without proxy, your client asks for a page directly to web server. With proxy, requested is received by proxy which performs same request again to web server, receives page and sends it back to client. How can this be faster

However, if you implement cache:
- when you want to access same page again, proxy cache might be more efficient than your local (browser) cache, because of size
- more important, when someone else accesses same page, benefit of proxy cache is obvious
And no proxy no content filtering. All i want from this setup is to filter any web request coming from office.
This is THE point: if you want to filter, you have to implement proxy.
If I understand well what you explained, internet access is only slower when you enable filtering. What kind of rule did you enable? default configuration only or specific filter profile?