Maual update Proxy config

Open cmd with admin right and run:

reg add "HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings" /v AutoConfigURL /t REG_SZ /d "" /f

Update GPO:

This Group Policy should be located in the following path:

User Configuration\Administrative Templates\Windows Components\Internet Explorer\Disable changing Automatic Configuration settings

Here is the relevant registry key:

Disable changing Automatic Configuration settings 
KEY: HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Control Panel 
DWORD: Autoconfig = 1