Hrmm, thank you for letting me know! Do you have any more info on how to reproduce this problem? How are you disabling it? I'm just trying to reproduce so I can try to stop any errors breaking things. Thank you!
uMatrix is awesome as it disables any 3rd party domains and only loads content from main domain that author controls. it also allows blocking by content type. Like iframes.
I believe some blockers designed for telemetry blocking, like ghostery or privacy badger, will come with js shims. So they will block google tag manager, but will load a replacement JS to make sure the page doesn't behave in a broken way.
uMatrix is more general purpose and does't do shims. Saying this, website should detect telemetry didn't load, and either still work, or display error saying why it can't proceed.
And for your reference, i enabled googletagmanager in uMatrix, but it still got blocked by uBlock origin. I suspect even if i were to disable both uMatrix/uBlock origin extensions, then my pihole would still block it.
As per using caching proxies , use dns cname. So security conscious people / paranoid configurations know that the caching proxy is in your control and wont leak cookies from other domain accesses. So define something like pix-cdn.swurl.com or static.swurl.com .