Without a Windows Server and Pro versions, and even with that you are fighting the basic premise of a Windows PC. That is, if I'm at the keyboard, I am in control. Now if you want to control this, you would control the internet source. Say a super router that imposes your will and control, but PC = Personal Computer. Windows is not locked down in this area.
So again, even if you did this, I can undo it.
I have several computers running Windows 8.1 basic (no GPO), and I want to prevent standard users from changing the proxy settings. It seems possible by editing the registry, but I could not find a proper solution yet. Can anyone help me out?