This was painful so I believe others will appreciate an alternative way to clear the cache in your proxy server.
We can delete all the database (with a required restart), or use cachedir.exe to explore and "Mark as obsolete" (after discovering the IP address first! And waiting a lot for the UI to render a full treeview).
Well, after searching a lot for solutions, my colleague Pedro Santos found this SDK entry: FetchUrl. The rest of the effort was just to glue everything with Powershell and COM