Hi,
I assume you are talking about a hardware appliance, not VM, right?. For VM, proxy only and tap modes are recommended.
It seems you have one default gateway for all the hosts so 1 SWG would do. SWG does not have clustering capability yet.
Inline + proxy mode requires you to have 2 IP addresses in different subnets, one for the MGMT interface and another for the Inline + Proxy interface, this is a SWG requirement.
You can indeed bring the net down with the wrong cabling.
If your enviroment suits, I'd try Inline + Proxy. Have a look at the pdf documentation that comes with SWG and check this article.
HTH,
Federico