[zeendo]

That first issue isn't really generally fixable, is it? At least, not for a web-based proxy like this.

SOME effort could be made to rewrite URLs found inside of Javascript but that might be a terrible idea in practice.

[nacs]

If you're allowing Javascript then it'd be tough but if scripting is stripped it should be doable.

For anonymizing, stripping Javascript, Flash/plugin content would be essential I think.