What does HRESULT 0x80072EF4 (WININET_E_NOT_PROXY_REQUEST) mean?

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The operation cannot be performed on a proxy session.

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WININET_E_INCORRECT_HANDLE_STATE	WININET_E_REGISTRY_VALUE_NOT_FOUND

WININET_E_NOT_PROXY_REQUEST

WININET_E_NOT_PROXY_REQUEST is a WinINet HRESULT. It means that a request or configuration operation requiring a direct WinINet session was attempted through a session configured for proxy access.

Diagnostic discriminator: Capture the parent Internet handle access type and proxy configuration. Recreate the operation with a handle whose direct or proxy mode matches the API requirement; changing the remote endpoint cannot change the session type encoded in the handle.

What to check for WININET_E_NOT_PROXY_REQUEST

Inspect the access type and proxy settings used when the parent Internet handle was created.
Use a handle configured for the required direct or proxy operation instead of changing behavior mid-request.
Check organization proxy policy before bypassing a proxy to work around the error.

Microsoft: WinINet overview

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