You can Disable Changing Proxy Settings from gpedit.
This setting specifies to connect to the Internet using the proxy server settings specified. A proxy server acts as an intermediary between your internal network (intranet) and the Internet, retrieving files from remote Web servers. If you enable this policy, the user will not be able to configure proxy settings. You can import your current Proxy settings from your machine using Internet Explorer Maintenance under Admin Templates using group policy editor.If you disable or do not configure this policy setting, the user will have the freedom to configure proxy settings.
Step by Step Configuration
Step 1
Click on Start -> then click on Run
Step 2
In Run input box type gpedit.msc
Step 3
In Group Policy consol click on + Computer Configuration and then click on + Administrative Templates and then Windows Components and then click on + Internet Explorer, under the Internet Explorer find Disable Changing Proxy Settings in right penal.
Step 4
Double click on Disable Changing Proxy Settings and set it to Enabled -> then press OK


