After testing the solution given by the Zentyal team, nothing helps the blacklist takes a long time to be validated, then an error message appears saying that the proxy cannot find a redirection port.
On the other hand, if the blacklist is removed, the services are available again, so tested to manually add domains to be prohibited, and the proxy works normally.
The problem comes from the recent update of squid? The squid stubs to review? The blacklist that has a compatibility issue? I leave it to the Zentyal team to look into it.
I thank the team for their support and hope that they will find a solution to this unfortunate incident.