Configuration for proxy usage

I love to hear music during work, but unfortunately when I am in the office I get my proxy settings automatically via GPO every 15min.
As soon as the proxy settings are in effect I can’t connect to my plex server at home as Plex uses the proxy setting as well.

I am able to access the Internet directly without proxy, but this doesn’t help because Plex always tries to use the proxy.

When I switch the proxy off it works until the GPO configures the proxy again.

I would be great if you can implement dedicated proxy settings in the Plex client configuration, so
each one can decide if the proxy is to be used or not.