Symptoms
This issue occurs when multiple users log on to a Remote Desktop Services (RDS) server and run Internet Explorer at the same time when proxy settings are managed by Group Policy.
Cause
This issue occurs because a user's proxy settings may not be initialized correctly when there are multiple concurrent Internet Explorer processes and the server's CPU usage is high.
Resolution
To fix this issue, install the most recent cumulative security update for Internet Explorer. To do this, go to Microsoft Update. Additionally, see the technical information about the most recent cumulative security update for Internet Explorer. Note This update was first included in the MS16-023: Security update for Internet Explorer: March 8, 2016. Important To completely fix this issue for Internet Explorer 11 in Windows 7, update 3138901 must be installed. This update is not needed in Windows 8.1.
Status
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
References
Learn about the terminology that Microsoft uses to describe software updates.