I had a squid and dansguardian setup long time ago - but I had a real firewall which wasn't used as a client like in your case. Frankly I don't understand why you allow a browser on a FW - but anyhow:
Make sure your custom iptable rules are in the fw_custom_before_denyall() section.
Then you should change -A (append) into -I (insert) to make sure your iptable rules have higher priority than the SuSE rules.
If it still does not work I would start with squid only - and if this works add dansguardian in front of squid. This way you increse the config complexity step by step
