Dorian here from Microsoft Support with a blog about a hot topic. I need to blog about this since we have the Windows 8.1 Preview the fix for the Authenticated Proxy Problems our customers faced in Windows 8.
The official KB Article 2778122 said first "Microsoft is aware of these issues, and we are investigating possible solutions. More information will be provided here when it is available." Then we changed it and now you can read this statement "The issues that are discussed in this article are scheduled to be resolved in Windows 8.1."
Well.. in order to use a proxy server in Windows 8.1 Preview Edition with the Modern Apps or the Windows Store you need to set the proxy server here:
Charm \ Settings \ Change PC Settings \ Network \ Proxy
As an alternative for mass deployment, the settings from IE are picked up by this UI, so setting the proxy info via the IE GPO should work.
Using authenticated proxy servers together with Windows 8
Have a great day !