@casino Someone decided to proxy Twitter contents on that URL. Maybe the site owner put the proxy there for their own convenience, maybe some hacker hacked the site and set up a proxy there.
The only way to block proxies like this is to block the domain. OpenDNS should have blocked most of the proxies. When you see one that’s not blocked, put it in the “Blocked URLs” box in Access Control, and make a suggestion on community.opendns.com to categorize it as proxy/anonymizer.
If you are worried about the images on Twitter, you can block twimg.com. It’s a Twitter domain.