We are in the process of onboarding our on-premises Windows Servers to Defender for Endpoint (ATP). As for internet connectivity majority of our servers do not have direct internet access and will need to configure the devices to use an internal proxy server.
We only want to allow Endpoint sensor to report diagnostic data and communicate with Defender for Endpoint services and the registry-based static proxy not to affect any application/servers that may have other connections.
For older versions of the Windows Servers the Microsoft Monitoring Agent (MMA) can be set to authenticate before using the proxy server. As for Windows Server 2019 I cannot see an option or settings to set for proxy authentication.
*Proxy setting only for endpoint sensor and telemetry not for all internet connections.