Thanks for your help with this guys,
In the end put in a static route on our Sonicwall. Had major problems getting a gateway route to work on our Sonicwall and their support which is usually good had to go away and try getting it to work as I wanted. Anyway posting here because we stumbled across a way that worked perfectly whilst on the phone to Sonicwall and even they were surprised it seemed to work perfectly.
You never know this may help someone else :-)
Sonicwall > Network > Routing
Add Route Policy
Source : Range of addresses to be handed out by DHCP
Destination : Any
Services : Setup a group for HTTP / HTTPS
Gateway : The Transparent Proxy IP
Interface : Whichever one is plugged into the LAN
Metric : 1 (makes it static)
Now that on its own doesn't do anything
NAT Policies
Original Source - Range of addresses to be handed out by DHCP
Translated Source - Original
Original Destination - IP of Transparent Proxy
Translated Destination - Original
Original Service - Same group for HTTP / HTTPS
Translated Service - Original
Inbound Interface - LAN Interface X1 or whatever your plugged into
Outbound Interface - Any
Now in my eyes this should do nothing as its not translating anything, but don't ask me why without it their the Route doesn't work simple as.
Like I said, I hope this helps someone