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bitsadmin setproxysettings

Sets the proxy settings for the specified job. Windows commands reference

On Windows

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Windows

from the Windows commands reference, CC BY 4.0
bitsadmin /setproxysettings <job> <usage> [list] [bypass]

To set the proxy settings using the various usage options for the job named myDownloadJob

bitsadmin /setproxysettings myDownloadJob PRECONFIGIdentify
jobThe job's display name or GUID.
usageSets the proxy usage, including: - PRECONFIG. Use the owner's Internet Explorer defaults. - NO_PROXY. Don't use a proxy server. - OVERRIDE. Use an explicit proxy list and bypass list. The proxy list and proxy bypass information must follow. - AUTODETECT. Automatically detects proxy settings.
listUsed when the Usage parameter is set to OVERRIDE. Must contain a comma-delimited list of proxy servers to use.
bypassUsed when the Usage parameter is set to OVERRIDE. Must contain a space-delimited list of host names or IP addresses, or both, for which transfers are not to be routed through a proxy. This can be <local> to refer to all servers on the same LAN. Values of NULL may be used for an empty proxy bypass list.