Consider a scenario where you have web application configured to use Application Pool running under a specific App Pool Identity(AppPoolAccount1) and you need to have your web application talk to your external service via proxy.
In the above scenario there are few steps which needs to done in order to have your application work without affecting your global proxy settings.
Proxy settings are stored per user separately. You can set this for any user by navigating to Internet Explorer –> Tools->Internet Options->Connections tab->LAN Settings button.
Certain times due to security restrictions App Pool Accounts are not provided LogOn permissions. In such cases workaround has to be done to add the account with LogOn permissions and later removed.
Steps to get the External Sites accessible from you Web Application
1) Login to the web front end server where the web application is hosted using the Service Account, in my case AppPoolAccount1.
2) Open Internet Explorer –> Tools –> Internet Options –> Connections –> LAN Settings
3) Provide the Proxy settings. If required add the exceptions and bypass any local URLs.
4) Save the settings.
5) Test the external service URL accessibility.
6) Log out of the server.
Note: Make sure rest of your application functionality is working after having the proxy settings done.
Once these steps are followed your web application should be able to connect to the external service successfully. The same steps would apply when you are trying to connect to services from WCF or other services.