Came into a company with a somewhat screwed up AD. Got what I thought was most everything cleaned up. Then ran into this issue today.
Need to update the GPO for Proxy Settings. Edited the Connections\Proxy Settings waited for replication, GPUPDATE and got error message about Internet Explorer Zone Mapping. Ran gpresult to get a HTML report and see the Internet Explorer Zone mapping and the error.
Scroll down to Connections\Proxy Settings and see the winning GPO is a GUID pointed to a GPO that sets the Office Default File Save Formats.
I move my user object to a Test OU, with a minimal amount of GPO's (no proxy GPO or Office File Format GPO), same thing. I create a copy of the Proxy Seeting GPO apply to the Test OU, gpudate, run gpresult to get report and same thing, GUID is the winning GPO for Office Default File Format.
This is a first for me. any ideas on how to fix this?