Proxies and web content filtering are common, maybe even required, but it can be annoying, and sometimes you need to test to see if the proxy is the problem. Usually you can change this via the Connections tab in IE, but I ran into a case where it was gone, doubtless turned off by some domain group policy. I didn’t figure out how to enable the tab, but I did figure out how to enable/disable the proxy directly via a registry edit. It’s HKeycurrentuser, software, Microsoft, Windows, CurrentVersion, Internet Settingg, and then ProxyEnable:

I was local admin when I did this, have not checked to see if it will work with anything else. From a security/audit perspective bypassing the proxy is a big deal, so use this wisely.