Microsoft has released an out-of-band Windows 10 update to fix a bug that was causing internet connectivity issues on devices with proxies, including virtual private networks (VPNs) Microsoft suggests that you only install this update if you are affected by this issue. The update is not being offered using Windows Update and must be installed manually from the Microsoft Catalog. It is not only affecting Microsoft Teams, Microsoft Office, Office 365, Outlook, Internet Explorer 11, and some version of Microsoft Edge. The issue might prevent some devices from connecting to the internet using applications that use WinHTTP or WinINet.
Source: https://www.bleepingcomputer.com/news/microsoft/windows-10-kb4554364-update-fixes-internet-connectivity-issues/