Will the block-url list contents be written after pressing ENTER (means do I need to write memory after that so that entries will remain after reboot)

RE: YES. The contents are saved automatically as a persistent file on the disk. The contents will not show in the running config or start-up config. You can use "block-url show" command to verify the contents. In fact, it's recommended to do so each time you modify the block-url list to make sure the contents are modified to your expectation. Do remember to restart (stop/start) proxy service each time you modify the list.

Does the block-url list behave similar to SSL VPN profile?

RE: they are similar in that both are stored as a persistent file on the disk. But block-url list is modified/edited contents, eg. you are just adding additional contents or removing contents on the same file. VPN profile content is completely replaced with new contents each time you past a VPN profile.

When I use "block-url add" command to add the domains list from notepad, there will be one line space between the entries as shown below. Does it matters? Now I manually remove the line space, if it matters is there anyway we can improve this? I am using Google Chrome

RE: it should not matter. (again, remember to restart proxy service after any changes). However, it's recommended not to have any spaces in between domain lists. You can manually remove the spaces. In fact, the back-end editor to for the block-url list is "nano". You can find out how to use nano from here.