Been having a problem with my connection on my laptop for a while now, when I am browsing using my default browser (chrome) I get the ERRPROXYCONNECTION_FAILED message and my internet stops working, normally restarting my laptop fixes it but it won't this time. I had this same issue a few months ago and I ended up reinstalling windows onto a fresh hard drive that I installed into my laptop. This fixed the issue for about a month until it has just happened again now.
Apologies if you think I'm stating the obvious but you need to make sure that no proxy server is enabled. In fact, nothing under LAN Settings needs to be enabled on a home computer. Keep an eye on it too and make sure the proxy doesn't become re-enabled.