...that level of intelligence is not available in the SWG to say "Send proxied web-traffic from one client out 'default gateway 2', while other using a default gateway 1 for other clients". The SWG is not a router.
Is that what you want to accomplish, or could you provide a bit more info on what you want it to do?
If the above is what you want to happen, then the simplest way of accomplishing it I can think of, is to implement a separate SWG Proxy for the clients you want to go out through this particular adsl.