I have Windows 10 clients behind a Sophos UTM. After updating clients to build 1703 with WSUS this past weekend, most of my Sophos endpoints were failing to update. Sophos Central was throwing alerts. The UTM web filter showed no blocked traffic. A review of the autoupdate logs showed that they could no longer find the proxy and were failing to reach the Internet.
The following command resolved the issue on all clients: netsh winhttp set proxy [utm.domain.com]:8080 where [utm.domain.com] is the actual FQDN of my UTM.
I pushed it with PDQ Deploy. You could use remote PowerShell too.
Oddly, the system proxy was already set before I pushed it again. I had to reassert it before Sophos would use it, though.
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