Hi,
Some answers here
1) In order to block HTTPS traffic you need the proxy, so proxy only OR inline + proxy modes are OK. Is the proxy feature that will allow SWG to block HTTPS.
2) Any configuration that involves the proxy, so proxy only OR inline + proxy requires separate MGMT and Inline networks, so 2 IP addresses in different subnets.
3) Yes, in proxy only mode, you can block HTTPS websites.
Make sure the browser is properly configured and always check Custom Reports in SWG to troubleshoot if the result is unexpected. Try to always use either "monitor" or "block" actions. "Allow" does not produce entries on the custom reports.
Also, have a look at this article as it contains some useful tips for SWG deployments.
SWG : Best Practices - New Deployments
HTH,
Federico