win-proxy.ps1

# Set proxy for all users
# See:
#  https://www.securelink.be/windows-proxy-settings-explained/
#  https://technet.microsoft.com/en-us/library/cc770473(v=ws.11).aspx
#  https://msdn.microsoft.com/en-us/library/windows/desktop/aa362813(v=vs.85).aspx

$domain_name='example.com'
$proxy='proxy.foo.com'
$port=8080
$bypass =  "10.*.*.*;"
$bypass += "192.168.*.*;"
$bypass += -join (16..31 | % { "172.$_.*.*;" })
$bypass += "169.254.*.*;"
$bypass += "*.$domain_name;"
$bypass += "<local>;"
# <local> will bypass bare hostnames. We still need to enter local subnets using * as wildcard.

# WinHTTP
$netsh_command = {
  netsh winhttp set proxy proxy-server="$proxy:$port" bypass-list="$bypass"
}
Invoke-Command -ScriptBlock $netsh_command

# WinINET (IE Proxy)
function Set-RegistryValue ($Path, $Name, $Value, $PropertyType) {
    if (Get-ItemProperty -Path $Path -Name $Name -ErrorAction SilentlyContinue) {
        Set-ItemProperty -Path $Path -Name $Name -Value $Value
    } else {
        New-ItemProperty -Path $Path -Name $Name -Value $Value -PropertyType $PropertyType
    }
}

Set-RegistryValue -Path "HKLM:\Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings" -Name ProxySettingsPerUser -Value 0 -PropertyType DWord
# 64 bit processes
Set-RegistryValue -Path "HKLM:\Software\Microsoft\Windows\CurrentVersion\Internet Settings" -Name ProxyServer -Value "$proxy:$port" -PropertyType String
Set-RegistryValue -Path "HKLM:\Software\Microsoft\Windows\CurrentVersion\Internet Settings" -Name ProxyEnable -Value 1 -PropertyType DWord
Set-RegistryValue -Path "HKLM:\Software\Microsoft\Windows\CurrentVersion\Internet Settings" -Name ProxyOverride -Value $bypass -PropertyType String
Set-RegistryValue -Path "HKLM:\Software\Microsoft\Windows\CurrentVersion\Internet Settings" -Name AutoDetect -Value 0 -PropertyType DWord
# 32 bit processes
Set-RegistryValue -Path "HKLM:\Software\Wow6432Node\Microsoft\Windows\CurrentVersion\Internet Settings" -Name ProxyServer -Value "$proxy:$port" -PropertyType String
Set-RegistryValue -Path "HKLM:\Software\Wow6432Node\Microsoft\Windows\CurrentVersion\Internet Settings" -Name ProxyEnable -Value 1 -PropertyType DWord
Set-RegistryValue -Path "HKLM:\Software\Wow6432Node\Microsoft\Windows\CurrentVersion\Internet Settings" -Name ProxyOverride -Value $bypass -PropertyType String
Set-RegistryValue -Path "HKLM:\Software\Wow6432Node\Microsoft\Windows\CurrentVersion\Internet Settings" -Name AutoDetect -Value 0 -PropertyType DWord

# Service accounts
$bitsadmin_command = {
  bitsadmin /util /setieproxy LOCALSYSTEM RESET
  bitsadmin /util /setieproxy LOCALSYSTEM MANUAL_PROXY "$($proxy):$($port)" $bypass
  bitsadmin /util /setieproxy NETWORKSERVICE RESET
  bitsadmin /util /setieproxy NETWORKSERVICE MANUAL_PROXY "$($proxy):$($port)" $bypass
  bitsadmin /util /setieproxy LOCALSERVICE RESET
  bitsadmin /util /setieproxy LOCALSERVICE MANUAL_PROXY "$($proxy):$($port)" $bypass
}
Invoke-Command -ScriptBlock $bitsadmin_command

# Set environment variables
function Set-Env ($Key, $Value) {
    Set-Item -Path "env:$Key" -Value $Value
    [Environment]::SetEnvironmentVariable("$Key", $Value, [System.EnvironmentVariableTarget]::Machine)
}
Set-Env -Key "HTTP_PROXY" -Value "http://$($proxy):$($port)"
Set-Env -Key "HTTPS_PROXY" -Value "http://$($proxy):$($port)"
Set-Env -Key "NO_PROXY" -Value ($bypass -replace ";", ",").Trim(",")