You could create a registry file and apply it using regedit /s regfile.reg in a batch file;
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"ProxyEnable"=dword:00000001
"ProxyServer"="10.0.1.1:8080"
ProxyServer is the IP address

ort to the proxy server. If you made this "" it would blank this out.
ProxyEnable enabels th eproxy server. if you made this dword:00000000 it would clear it