As I stated earlier, you cannot use the SWG as part of a proxy chain. This means that if you assign current TMG IP addresses to the SWGs' LAN interfaces and use them as proxies, then the SWGs must go directly out to the internet afterwards.
Core Switch -> SWG -> Out
If you are keeping the TMGs, then the only available deployment option sounds like the Inline mode (which, as I mentioned is unsupported in the virtual SWG), and should be placed either before of after the TMG without changing the TMGs' IP addresses.
Core Switch -> SWG -> TMG -> Out
Core Switch -> TMG -> SWG -> Out
In both cases, the clients use the TMG as a proxy, and are not aware of the SWGs in Inline mode. This also means that the SWGs cannot perform SSL Deep Inspection