The Spotify client should download the wpad.dat file, where Spotify will get the url for where this file is located by reading the DHCP Option 252 (if exist) when the client is using DHCP. The WPAD.dat contains all ip adresses of the proxy servers and ports to be used and also the adresses that shall be excluded for proxy. Internet Explorer, Edge and Chrome browser do support DHCP WPAD so that the end user don't need to configure the proxy settings when moving between various nettvork.
Reccomend to implement DNS WPAD also at the same time for corporate networks that uses DNS WPAD.
Hey @horgster thanks for bringing your idea to the Spotify Community. I've brought your idea to the Spotify Connect team now that it's hit over 100 votes. Right now we don't have any plans to implement automatic proxy detection. Of course if this changes we will let you all know here first. The team is aware of this idea and we'll keep watching it for more feedback. Thanks!