Is there a possibility to report on site names that are accessed via HTTP(s) connect method. (preferably by using HTTP decode, as this part of the request is not encrypted yet ...)
Any additional statistics would be great too : e.g. first response packet time delay after connect request is sent
- this would include eventual DNS lookups by proxy server
- as well as tcp connection setup time from proxy to upstream server
The answer is that there is such possibility, but it requires a bit of configuration and report tweaking. And DC RUM 2017 (it won't work with 12.4.x versions).
This should result in the CAS showing the URLs requested by the client via CONNECT method and response time to those delivered by the proxy. Further SSL connection timings, like the SSL connection setup time for the server, could be measured by applying SSL non-decrypting decode to the SSL traffic to the destination server, so behind the proxy. Unfortunately matching those two together won't be easily possible today.
It would be interesting to see what results did you receive.