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As of today, Alteryx can use the proxy settings set in Windows Network and Internet Settings "Server pulls the proxy settings displayed in Engine > Proxy from the Windows internet settings for the user logged into the machine. If there are no proxy settings for the user logged into the machine, Engine > Proxy isn't available within the System Settings menu.". Then, you can override the credentials (but not the adress) in system settings but also in user settings.
The issue : in many organizations, there are several proxies that you can use for different use case. And by default, it can happen access to API are blocked by these proxies. The user, which is not admin cannot change his Windows Settings... and even if it's done by IT, it will impact all the system, including other software and leading to safety failures.
What I suggest : -ability to change credentials AND adress
-a multi-level settings for both credentials and adress: default : Windows Settings System Settings User Settings