from the listing i am missing the /var/lib/squidguard/db/blacklists/gambling directory
and also the created databases domains.db and urls.db
these should have been created with the command: squidguard -C all
from the files /var/lib/squidguard/db/blacklists/gambling/domains
and /var/lib/squidguard/db/blacklists/gambling/urls
could you check if these exist?
port 22 is only ssh, yes. all you need, right?

you could tunnel port 80 through ssh and acces the homepage
or setup a vpn (see how-to)