DefaultProxy setting not working on IIS 8.5

I've trying for days to configure my IIS 8.5 to enable websites to connect to internet using a proxy.

https://msdn.microsoft.com/en-us/library/kd3cf2ex%28v=vs.110%29.aspx

But it didn't work.... I tried to force configuration on IE settings, config on Server Root (web.config inside C:\Windows\Microsoft.NET\Framework64\v4.0.30319\Config), reboot the server, but no success.

The site keeps trying to connect directly the internet, instead of using the proxy.