I had encountered this the hard way some months ago, but today I was Googling on this to share the same with a colleague. Starting with IE 11 you cannot use file server locations (e.g. c:\windows\global.pac or \\mydomain\dfs\global.pac) for the PAC file. You have to use an HTTP or HTTPS location (e.g. http://myserver/global.pac).
It is possible to change a registry key to enable this behavior. This and other nuggets of info can be found in this wonderful MSDN article on web proxy configuration.
- There’s WinINET and WinHTTP proxy settings. WinINET is the one you set via IE. WinHTTP is the one you set via
netsh winhttpI think. - Firefox uses the WinINET settings if set to use system proxy settings.
- Proxy settings are per user, but can be changed via a registry key to be for all users of a machine.
- Automatically detect settings looks for the
wpad.<domainname>entry or uses DHCP to get a proxy script URL.