Hello!
An analysis of your script has shown that a file could be missing. The source-file "shallalist.tar.gz" must be in the folder /var/lib/zentyal/files/squid/archives and it has to be renamed to the name, the category-list has in zentyal. And you have to set the permissions of that file correctly (ebox:ebox -rw-------). I have downloaded the file shalla-update.sh from
http://www.shallalist.de/helpers.html and customized it for me (attached to this reply). It works as cron-job, but after update I missed some special files in the blacklist, which were generated by the first installation with zentyal. At the moment, I have not recognized any problems by missing that files. If someone knows how to generate that special dansguard-files, let us know.
If you use the script in the attachment, you have to customize it for your own use. Please read the comments. But some comments are in german ...