Hi,
Welcome to share here!
Yes, group policies for the proxy settings are for Internet Explorer or Edge user settings .
If you want to set the policy per machine, we need to enable the loopback policy for the machines. Then user settings can be set for the machines.
Configure user Group Policy loopback processing mode under the Computer Configuration > Policies > Administrative Templates > System > Group Policy.
For more information about the loopback policy ,you can refer to:https://learn.microsoft.com/en-us/troubleshoot/windows-server/group-policy/loopback-processing-of-group-policy
Following information for your reference: Proxy Settings for Computers in Group Policy
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