Lets see how you could fix this unusual Windows 11 behavior.
If a background program is triggering these messages, you should no longer get themafter performing a clean boot.
Uninstall Unnecessary Apps and Programs
If the alert is gone, uninstall recently installed programs.
Additionally, remove all the programs you no longer need or use.
Change Your Terminal controls
Some users noticed this alert started occurring after switching to Microsofts new Terminal.
Change your Terminal prefs, and test whether the issue persists.
Conclusion
To fix Error writing proxy configs on Windows 11, clean boot your box.
Navigate to Privacy & Security configs, and switch to a different Terminal version.
Did you manage to solve the problem?
Which method worked for you?