In the second image, VW ports mentioned are 1/5 and 1/7. Hence it can not be a part of any other routing. So if any traffic coming as ingress from 1/7, it has to go out via 1/5.
The egress interface for the traffic with ingress interface ethernet1/7, source 192.168.111.3, and destination
10.46.41.113 will be ethernet1/5. This is because the traffic will match the virtual wire with interfaces ethernet1/5 and ethernet1/7, which is configured to allow VLAN-tagged traffic with tags 10 and 201. The traffic will also match the security policy rule that allows traffic from zone Trust to zone Untrust, which are assigned to ethernet1/7 and ethernet1/5 respectively2. Therefore, the traffic will be forwarded to the same interface from which it was received, which is ethernet1/53.

For the transparent proxy method, the request contains the destination IP address of the web server and the proxy transparently intercepts the client request (either by being in-line or by traffic steering). There is no client configuration and Panorama is optional. Transparent proxy requires a loopback interface, User-ID configuration in the proxy zone, and specific Destination NAT (DNAT) rules. Transparent proxy does not support X-Authenticated Users (XAU) or Web Cache Communications Protocol (WCCP).
https://docs.paloaltonetworks.com/pan-os/11-0/pan-os-new-features/networking-features/web-proxy

Explanation/Reference: https://www.paloaltonetworks.com/products/secure-the-network/virtualized-next-generation- firewall/vm-series