You can configure the ProxySG daily heartbeat messages to be emailed to you by the following configuration in the Event Logging. The emailed content is the same content that is sent to Bluecoat.

In the Management Console > Maintenance > Event Logging > Mail dialog, enter the email address & SMTP gateway name or IP and click Apply.

You also can manually send a heartbeat message by using the 'send-heartbeat' command through the CLI.

SGOS#config t
Enter configuration commands, one per line.  End with CTRL-Z.
SGOS#(config)diagnostics
SGOS#(config diagnostics)send-heartbeat