Open cmd and type:
cd /d C:\Program Files (x86)\Notepad++\updatergup -options
A dialog comes up to set the proxy settings.
with version 7.6.6 (april 2019) (probably onwards), you can run notepad++ as admin, use menu '?' > Set Updater Proxy... close notepad++ and open it again as standard user.
From the command line we have to access to the \updater folder of Notepad ++
\updater
Notepad ++
> cd /d C:\Program Files (x86)\Notepad++\updater
then :
> gup -options
The window for proxy configuration is displayed:
