IE and old Edge get proxy settings from somewhere

A customer is replacing his old proxy (WSA) with Umbrella and there is an issue where both IE and the old version of Edge are still using the WSA as a proxy if "Automatically detect settings" is enabled. If it's disabled no proxy is used, but I can't figure out where it can still be configured. Chrome doesn't use a proxy when the setting is enabled by the way (as expected).

Things I've checked and tried:

* DHCP options regarding WPAD * Set the WPAD option in DHCP to an empy string * WPAD record in DNS (doesn't exist) * Transparent proxy (no longer exists) * Comb the registry for mentions of the .PAC file or the proxy URL * Disabled proxy caching (https://support.microsoft.com/en-us/help/271361/how-to-disable-automatic-proxy-caching-in-internet-explorer) * Disabled all relevant GPOs * Cleared the browser cache * netsh winhttp show proxy (is empty) * Restart the machine

Probably missed something I've tried.

Genuinely don't know what else can be used for automatically detecting the setting. If at least all browser would have this issue, but Chrome works correctly, so it must be some Windows thing. I can obviously just disable the option, wait until the WSA is gone and then enable it again, but I would like to solve the issue.

Does anyone have an idea?