Determine best way to get system proxy settings
Determine if WinHttpGetIEProxyConfigForCurrentUser is the correct/best way to determine the correct local proxy settings (both when our LocalProxy is and isn't up). See HTTPSRequest::GetSystemDefaultHTTPSProxy().
SystemProxySettings has some code to determine local proxy info, but then we need to figure out which connection name to use. And maybe using a WinHTTP function in HTTPSRequest makes more sense.