Maybe you've done this already & not listed it separately in your query but I suppose even ICAP response service object configuration is needed.
We had done this sometime back by following step-by-step, the instructions in the PDF from bluecoat (see below). Again, maybe you are using the same already, kindly ignore if already known.
https://bto.bluecoat.com/sites/default/files/tech_briefs/Generic_ICAP_Integation.4.pdf
Additionally it could even be possible that you're using forward trust on proxy and that DLP is getting encrypted traffic. It might even make sense to run a wireshark capture on the DLP web prevent box and see if any/correct type of traffic is being received on 1344.