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You mean to say script with published app

Yes

Can you please share the command line argument if you have

I don't have it now... You can use registry update commands to update proxy settings and create script.. and scripts are available online....

Ok

I remember a customer used something called PAC files (with proxy setting in them), and then made sure that file was on all XA servers that host the browser (publishing the browser).

I created VB Script which includes Proxy Settings and URL of the internal application. All together converted VBS to exe executable.