March cumulative update proxy problem.

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https://docs.microsoft.com/en-us/windows/release-information/status-windows-10-1903 (Scroll down)

 

If you are running Win10 1903 or 1909, the problem was introduced with KB 4535996. This will be different for other releases.

 

Devices using a proxy might show limited or no internet connection status

Devices using a manual or auto-configured proxy, especially with a virtual private network (VPN), might show limited or no internet connection status in the Network Connectivity Status Indicator (NCSI) in the notification area. This might happen when connected or disconnected to a VPN or after changing state between the two. Devices with this issue, might also have issues reaching the internet using applications that use WinHTTP or WinInet. Examples of apps that might be affected on devices in this state are as follows but not limited to Microsoft Teams, Microsoft Office, Office365, Outlook, Internet Explorer 11, and some version of Microsoft Edge.

 

Affected platforms:

 

Client: Windows 10, version 1909; Windows 10, version 1903; Windows 10, version 1809; Windows 10 Enterprise LTSC 2019; Windows 10, version 1803; Windows 10, version 1709

Server: Windows Server, version 1909; Windows Server, version 1903; Windows Server, version 1809; Windows Server 2019; Windows Server, version 1803; Windows Server, version 1709

 

Workaround: You might be able to mitigate the issue by restarting your device.

 

Next steps: We are working on a resolution and are targeting a Microsoft Catalog only release of an out-of-band update to resolve this issue by early April.