I am not sure if your example with Eset can be accepted as a test for all web filtering protection methods.Usually malicious scripts they see on those sites where the pages open alone, if not detected may have gone unnoticed, scan with malwarebytes to see if it detects something.
- Most web filtering applications block the access to the content of the whole webpage (like Eset).
- Other solutions block often only the malicious links to files which are actually loaded by the web page.
So, another testing method should be applied for the solutions from the point 2. (like WD Network Protection).