The Windows settings window can show a new proxy while an application continues on the previous route. Work out which state you are observing:

ObservationWhat it establishes
The new value is storedThe selected user or machine configuration changed
A client reads the new configurationThat client has refreshed the source it uses
A new connection uses the new routeThe refreshed policy affected a new routing decision

WinINet provides per-connection Internet Options and notifications including INTERNET_OPTION_SETTINGS_CHANGED and INTERNET_OPTION_REFRESH. Use the supported configuration API for the setting being updated and report its errors. A registry-only write can leave a stale client view; a generic settings broadcast does not compel every networking library to reread it.

Then identify the affected application's stack and account. For a .NET 9 Windows client, the system-proxy refresh lifecycle differs from explicit proxy objects and environment defaults. WinHTTP and clients with private proxy settings are separate cases. A change under your current user says little about a service running as another account, and WinINet refresh cannot supply proxy support to arbitrary sockets.

Finally distinguish a fresh connection from a live connection or tunnel established earlier. Changing the setting does not automatically migrate that stream. An application exposing proxy changes needs a defined save, notification and new-connection policy.

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