HI,
well first of all if the router detects that no cache is available in his WCCP-configuration it just forwards the traffic according his routing table.
So depending on your router setup you could define two groups
1st incomming interface redirecting to the CEs
2nd outgoing interface redirecting to other caches but exclude the CE so that the CEs request won't be intercepted and send to the other caches.
If you want to build a cache cascade use WCCP on the incoming interface tell the CE to use an upstream proxy.
If the CE fails configure WCCP on the central side and intercept normal clients transparently.
Does this answer your question?
Kind Regards,
Joerg