any hints?
yes.. check squid's log..
as Charlie stated, if something doesn't work, open a bug, thank you
Edit: just checked: to make the update script with other url, you have to change from
[ $blacklist = 'http://squidguard.shalla.de/Downloads/shallalist.tar.gz' ] || exit 0
to
[ $blacklist != '' ] || exit 0
please opena a bug, I will attach the patch