I need to see - easily, which remote agent is getting blocked for certain sites
I second this 100%. For the reports at MSP level, one should, at a minimum, be able to discern from which client(s) requests showing in reports originated. Then in the reports for each client you should be able to easily discern from which site/agent/proxy a request originated. For example, if you navigate to Reporting > Threats, and see a request for a blocked threat and wish to investigate further, there is no easy way to get more information or find out from where the request originated.