If you go to the system Internet Settings (in Network Connections, or Internet Explorer or Chrome), and you advance to the Tab "Connections", then click LAN Settings, then go to Advanced... I mean, why wouldn't you? ... there is a checkbox called "Use automatic configuration script". The script is supposed to dynamically return the correct proxy for an URL. The practice is called Proxy Auto Configuration for some reason. The script is Javascript and it uses some predefined functions to return either "DIRECT" (don't use a proxy) or "PROXY address:port" (use the proxy at that address and port). You can chain the options by separating them with a semicolon like this: "PROXY 1.2.3.4:55 ; PROXY 10.20.30.40:50; DIRECT". And before you search like a madman for it, there is no way to specify the username/password for those proxy servers in your config file. You still have to type them when asked.

Use this solution to fix problems with proxies that work well for outside sites, but not for internal networks. For reasons too weird to explain here (but explained here: Understanding Web Proxy Configuration) you cannot just put your script on the local drive and use it, instead you have to read it from an http URL. If you don't have the possibility (or it's too annoying) to install IIS or some other web server in order to serve the pac file, try using it from the local drive with a file:// URL (not just C:\...). However, it is a deprecated method and you may experience issues, with .NET software or Internet Explorer 11, for example.

Here is a sample file that connects directly to any URL that is part of a domain or is part of an IP class:
function FindProxyForURL(url, host) {

var defProxy="10.20.30.40:50"; // the misbehaving or incomplete proxy

var domains=[
".mysite.com",
".xxx",
"localhost"
];
var ipClasses=[
"11.22.33.0",
"55.0.0.0",
"127.0.0.0"
];

for (var i=0; i<domains.length; i++) {
if (dnsDomainIs(host,domains[i])) return "DIRECT";
}

var MYHOST = dnsResolve(host);

for (var i=0; i<ipClasses.length; i++) {
var mask=getMask(ipClasses[i]);
if (isInNet(MYHOST, ipClasses[i],mask)) return "DIRECT";
}

return "PROXY "+defProxy;

function getMask(ip) {
var splits=ip.split('.');
for (var i=0; i<splits.length; i++) {
if (splits[i]!='0') splits[i]='255';
}
return splits.join('.');
}

}

Just add the domains or the IP classes to the arrays in order to connect directly to them. Do not forget to add the local IP classes as well for direct connection, including 127.0.0.0 to access your own localhost.

In order to test or debug your .pac files, use the PacParser open source utility. A reference to the functions you can use in your script can be found here: Using Automatic Configuration, Automatic Proxy, and Automatic Detection

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