Are you sure you unblocked the right devices?
Try creating a dummy group policy and applying it to the device and see what impact that has. For exmaple, we have a dummy policy we use for testing called "Block Gambling" that uses content filtering to block gambling.
If the dummy policy applies they go back and whitelist it. If it doesn't apply - are you sure you are doing it to the right device?
Are you using a recent firmware version?