Proxy settings are not part of the page, nor of our controls, but a browser configuration. A single page with an iframe cannot have different proxy settings for the main page and for the page in the iframe by default. This means that separate proxy settings for a RadWindow are not possible either.
There are ways to configure the browser to use different proxy settings in different networks or for different URLs, but they require some configuration/scripts in the browser. More information on the matter can be found in the net. This google search can be a good starting point: https://www.google.com/search?q=proxy+settings+per+url
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