https://macmule.com/2014/12/07/how-to-change-the-automatic-proxy-configuration-url-in-system-preferences-via-a-script/

setAutomaticProxyConfigurationURLForAllNetworkServices.sh

#!/bin/sh
####################################################################################################
#
# License: https://macmule.com/license/
#
####################################################################################################

# HARDCODED VALUES ARE SET HERE
autoProxyURL=""

# CHECK TO SEE IF A VALUE WAS PASSED FOR $4, AND IF SO, ASSIGN IT
if [ "$4" != "" ] && [ "$autoProxyURL" == "" ];
then
    autoProxyURL=$4
fi

# Detects all network hardware & creates services for all installed network hardware
/usr/sbin/networksetup -detectnewhardware

IFS=$'\n'

    #Loops through the list of network services
    for i in $(networksetup -listallnetworkservices | tail +2 );
    do

        # Get a list of all services
        autoProxyURLLocal=`/usr/sbin/networksetup -getautoproxyurl "$i" | head -1 | cut -c 6-`

        # Echo's the name of any matching services & the autoproxyURL's set
        echo "$i Proxy set to $autoProxyURLLocal"

        # If the value returned of $autoProxyURLLocal does not match the value of $autoProxyURL for the interface $i, change it.
        if [[ $autoProxyURLLocal != $autoProxyURL ]];
        then
            /usr/sbin/networksetup -setautoproxyurl $i $autoProxyURL
            echo "Set auto proxy for $i to $autoProxyURL"
        fi

        # Enable auto proxy once set
        /usr/sbin/networksetup -setautoproxystate "$i" on
        echo "Turned on auto proxy for $i"

    done

unset IFS

# Echo that we're done
echo "Auto proxy present, correct & enabled for all interfaces"