On a number of our devices, wpad is not working. It works on most of them, so we know the process works. We had the DNS entry wpad.* in place and confirmed, and the file is on the server and reachable.
The "Connections" tab in IE9 is generally locked out by group policy, but "automatically detect" is enabled. However, the impacted devices are able to connect to any site that they wish.
If we remove the GPO restricting the Connections tab, uncheck "automatically detect" and re-check it, it begins to work again.
We did notice that the GPO for our proxy settings is set using administrative templates rather than the new "Preferences" option, which may or may not be related. The new "preferences" options only goes up to IE8 (it's running Server 2008)
Can someone tell us why we have some users that are able to bypass the wpad.dat filter and how to fix it?