"Use setup script" enabled & pointing to local host in proxy settings?

I have Windows 10 Home (installed by me, build 19045.5854) on my desktop. There are no other PCs in the LAN and the broadband router is the only other network device. While checking if there was any reason for web browsing feeling sluggish I came across weird proxy settings: “Use setup script” is enabled in “Automatic proxy setup” and the address for the script is local host, http://127.0.0.1:86/
This is not something I’ve done and I can’t think of any reason why it should be this way so I have questions.
What could be going on?
If there is a script, where is it actually stored? Can it be read?
How do I find out what tinkered with the proxy setup?