I need some help to identify possible (and rational) threats that could apply to that part of IT infrastructure (WebProxy).
I have a webproxy for my users, which behave like a classic webproxy and i'm ok with that (url filtering, flux analysis, etc.).
I recently noticed that destination port (like port 80, or 81, or any other port) was accessible throught that proxy (for example, my browser is configured to reach first my proxy on port 8080 for example, then i can reach http://www.example.com:33944 if www.example.com is listening on port 33944).
What could be the threat to let users / computer reach and URL through a non-standard port ? (including tunneling)