We are using a TMG Cluster (TMG2010 SP3) as a proxy.
We use wpad auto discover for our clients and that is working fine except that protocol relative urls are not sent to the proxy but use the direct route.
More and more websites are using a protocol-relative url (eg: script src=//ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js ) when we use the "automatically detect settings" option in IE these URL's aren't redirected to the proxyservers. And because our clients do not have direct internet access the page doesn't load the script and isn't displayed correctly.
I probably have to alter the wpad.dat file but I'm stuck in how to do so.