Those administering Bluecoat Proxy SG appliance and has encountered that allowing certain sites/url for selected users does not work properly.
This is due to that the main site accessing different subsites/urls in background for providing the associated services.
All those sites/urls have to be taken into consideration while providing access to particular site.
Well lets take for example you give access to only hotmail/live.com and its not working properly then in that case the following all urls needs to be permitted for flawless working:
and for facebook here are the URL which includes games apps too.