I have spent ages trying to find an answer to this horrible problem, without result.
Every time I close Chrome, or re-boot my computer the next time I open Chrome that evil proxy setting has changed. I have e-mailed Chrome technical help but they don't reply.
But I have found a solution. As Chrome says, go to settings, show advanced settings, proxy settings, change proxy settings, LAN settings, and un tick 'use proxy server ...'
But now, the key thing is, do not close these last 2 little windows. Leave them open. As long as they are open that effing malware virus does not activate. You can continue with Chrome without proxy problem.
Until, that is, you close those little windows or re-boot the computer. In which case you have to go through the process again.
In other words, so long as you keep those little windows open you won't have a proxy problem.
I Hate Chrome for not having found a better solution for this yet.