Yo, had the same issue last week! To turn proxy server off, just hit Win + I, go to Network & Internet > Proxy, and flip the switch under "Manual proxy setup."
Also, run a quick malware scan—sometimes sketchy stuff turns on proxies without you knowing. Malwarebytes is free and does the job.
Also, run a quick malware scan—sometimes sketchy stuff turns on proxies without you knowing. Malwarebytes is free and does the job.