How can I configure proxy settings for all apps, system, IE etc?

Solution 1:

The proxy settings for WinHTTP are not the proxy settings for Microsoft Internet Explorer.
You cannot configure the proxy settings for WinHTTP in the Microsoft Windows Control Panel.
Using the WinHTTP proxy configuration utility does not alter the settings you use for Internet Explorer.

To configure a system wide proxy do

netsh winhttp set proxy myproxy

source: http://technet.microsoft.com/pt-br/library/cc731131(v=ws.10).aspx#BKMK_5

if you want to use IE proxy settings for all programs, try

netsh winhttp import proxy source =ie

source: http://technet.microsoft.com/pt-br/library/cc731131(v=ws.10).aspx#BKMK_2

more information here:
http://msdn.microsoft.com/en-us/library/windows/desktop/aa384069(v=vs.85).aspx

Solution 2:

Is IE set as the default browser? If not, set it and check again.

If it still doesn't work, in Windows 7 at least the following command helps:

netsh winhttp import proxy source=ie

You can also use netsh winhttp show proxy and netsh winhttp reset proxy (purpose should be evident).

Solution 3:

• For XP or Windows 2003 versions, you must use the command: proxycfg.exe

• For versions Vista, Windows Server 2008 or higher, you have to use: netsh winhttp set proxy

Example:

Configure a proxy server (proxy.sysadmit.com), port 8011, indicating an exclusion network, for example: 172.17. *

netsh winhttp set proxy "proxy.sysadmit.com:8011" "; 172.17. *"

The configuration is saved in this key in the registry:

HKEY_LOCAL_MACHINE \ SOFTWARE \ Microsoft \ Windows \ CurrentVersion \ Internet Settings \ Connections

Key Name: WinHttpSettings

Extracted from: https://www.sysadmit.com/2018/10/windows-update-con-proxy.html