No bother at all, don't worry.
in my scenario I have WAN1 Proxy connection. I have to authenticate on every request
WAN2 is direct
Will it effect any thing
I assume you mean an HTTP proxy with HTTP authentication, no it should not be an issue, but keep in mind if you need to ensure that HTTP flows through that proxy it will need to have a routing rule specifying HTTP and the routing table that places that WAN first, or one with only that WAN (to prevent fail over to a non proxies WAN). This does not appear to be the issue however based on your next question.
Also is there a possiblity that HTTP, TCP,UDP traffic could go through WAN2 and HTTPS only i.e secure connections should go through WAN1
Absolutely, the purpose of routing rules is to direct specific traffic out a particular WAN. Simply specify those services and their WANs when setting up your routing rules.