How to disable anonymous proxy in azure vm?

I am not so knowledgeable when it comes to azure or cloud technologies. I just use a virtual machine for basic tasks. But recently I have been facing a problem. While accessing certain sites I get an error message saying "Anonymous proxy detected" or "you are using a VPN".

I am 100% positive that I haven't installed a VPN or proxy in the VM. I think it has something to do with my VM settings in azure portal. I have searched a lot but haven't found a solution. (Also, when I installed a VPN in my virtual machine to try to solve the problem, I couldn't access any site on the internet. Not even google. After that I tried changing some settings in the Network Security Group but it didn't work either.) I am running Windows Server 2012 on my VM. I want it to work just as a normal desktop would. Without any proxy or VPN.

Solution

To disable anonymous proxy in azure vm check the below steps:

I have created azure virtual machine with Windows Server 2012 login into the vm:

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To disable to proxy, Go to control panel -> internet option -> connection -> LAN setting.

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Check if the proxy server is enabled and vpn is added untick use a proxy server for your LAN try the same on your Brower like below:

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Then, click window+r type gpedit.msc select computer config -> Administrative templates -> windows components -> internet Explorer -> Disable changing connection setting and enable like below:

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Check the Network Security Group associated with your virtual machine. Make sure that no restrictions or rules are preventing you from accessing the internet, including any inbound and outbound rules.
Check any VPN software or browser extensions are installed in vm. Restart your VM after making these changes to update settings.