You can check application categories on:
https://applipedia.paloaltonetworks.com/

You do not create security profiles on Denied Rules. Having security profiles on denied rules will just eat up CPU. It is not needed and there is no benefits

Anti-Spyware - Detects spyware downloads and command-and-control traffic from previously installed spyware Anti-Spyware Security Profiles Anti-Spyware security profiles block spyware on compromised hosts from trying to communicate with external command-and-control (C2) servers, thus enabling you to detect malicious traffic leaving the network from infected clients.
DNS Sinkhole should be considered only for traffic that includes DNS queries.
URL Filtering Web Security: Most attacks and exposure to malicious content occur during normal web browsing activities. URL filtering with PAN-DB automatically prevents attacks that leverage the web as an attack vector, including phishing links in emails, phishing sites, HTTP-based command-and-control, malicious sites, and pages that carry exploit kits.
Antivirus: Includes new and updated antivirus signatures, including WildFire signatures and automatically-generated command-and-control (C2) signatures. WildFire signatures detect malware seen first by firewalls from around the world.

For the other users you can create a auth profile. But for local users (users in XML config), auth profile cannot created.