Carlos,
Overall.. everything looks right.
Make sure to recycle the web prevent server if you uncheck the box...
Is it detecting ANYTHING?.. creatingin an incident but not blocking?
I question if the Proxy server is really talking to the DLP server.
What do you see in the DLP logs, make sure there is a communication string of opening the ICAP connection to the Proxy server.
If that looks good, make sure the policy works on CCN along with the Keyword.
If you have CCN's set to narrow you will need to have a CCN and a keyword.
Amex Visa, etc. Make sure it's a realy CCN .. fakes will be omitted since it wil not pass a luhn check.
Good Luck,
Ronak
Please Makred solved when possible