Squid before 4.4 has XSS via a crafted X.509 certificate during HTTP(S) error page generation for certificate errors.
The cachemgr.cgi web module of Squid through 4.7 has XSS via the user_name or auth parameter.
Squid before 4.9, when certain web browsers are used, mishandles HTML in the host (aka hostname) parameter to cachemgr.cgi.