The ProxySG appliance supports only one ICAP device in request modification mode (REQMOD) and one ICAP device in response modification mode (RESPMOD).
For example, if the policies are set to send the upstream traffic (in REQMOD) to two different ICAP devices (ProxyAV and DLP), the traffic matches both rules in the policy trace; however, traffic is sent only to one device based on the rule that matches last.
Follow instructions to configure ICAP in ProxySG: Configure an ICAP Service (broadcom.com).
And for more information, see Proxy Server Compatibility with Network Prevent for Web (broadcom.com).