Thanks for the feature requests Badawi. We can certainly block any domains you wish by using firewall rules, and the web blocking feature can block some popular IM/chat applications. We can certainly look at adding to this list if the protocol is well known and consistently used.
There is no option to ‘block all’ IM/chat applications because there are so many out there and they use different protocols, etc. The same holds true for trying to block all proxy services as well, there are just too many and they use rapidly changing schemes and IP addresses.
You may need to consider getting a separate UTM device that is designed for this, although this can get expensive because there will be annual fees to receive all the updates. This is outside the scope of the Balance 710, as it is not designed to be a UTM replacement, but rather a very powerful Multi-WAN router.