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Yes but our Aerohive AP's do not do the redirecting. I have many installations where they are using 3rd Party Proxy servers and it really depends on which Proxy Server you are using, how you want to set it up and what the end result you want to be is.
For example I have some customers who want to know where everybody has been, give different levels of access to different groups and to be able to track them. They give out the Proxy Details to devices via a Group Policy, WPAD Script or MDM solution. If the client device does not have the details and does not have valid credentials to get through the Proxy Server they do not get out on to the internet.
I have others which simply have one policy for all, have the Proxy Server in Transparent mode and everyone gets transparently redirect through the proxy server by their gateway/firewall.
You can use an Aerohive Branch on Demand product and use our Cloud Proxy Integration with Websense/Barracuda to achieve many levels of filtering/proxy deployment, but as the name suggests currently these are designed for branch office size deployments (up to 100 users).
Does the above help?