Don’t change the 80 value - it will effectively disable WebShield filtering HTTP traffic.
What are your Privacy settings in ZA? Please note that the current version of WebShield doesn’t work if you have any of the ZA privacy settings (Cookie Control or Ad Blocking) set to High level.

Also, did ZA ask you for permissions for ashWebSv.exe? This process needs to be granted Internet access.

Thanks
Vlk