Wildcards are not enough.
In order to block https://sites.google.com/ where "proxy" is in the path; REGEX ^https:\/\/sites\.google\.com\/.
proxy.
or similarly for "unblock" or "unblockgames"
Summary:
This regex matches any URL that:
Contains the string "proxy" somewhere in the path following the domain.
For example, it would match:
But it would not match: