I think you've missed the point. What I have at home (and are used by many ISPs and companies) are transparent web caches. On router in the request path, an ipnat/ipf/iptables type rule transparently redirects outbound http requests to the cache. The cache performs the request and adds headers to the http response back to the client. There is no "url to a working squid proxy". In web browsers you can manually configure a proxy. I could allow access to a host/port with an open squid proxy, but then how would you configure the proxy address in XiiaLive?

It's a non-standard, user-defined (all X- headers are), http header field added by the squid web cache (http://www.squid-cache.org/). I'd suggest you just ignore all X- http response headers. See http://en.wikipedia.org/wiki/List_of_HTTP_header_fields#Common_non-standard_headers.