Once a proxy has been configured for your network (on the dashboard), it will affect all tests (external and internal) configured for that same network.
If you want to only have certain tests use proxies then you should make sure your PAC file returns the correct proxy (or no proxy) for that particular test's URL.
The tests that support proxies are:
HTTP GET
HTTPS GET
DropBox Throughput
YouTube Download
Zap
The following tests will attempt to run if set up but they don't explicitly support proxies:
iPerf2
iPerf3
Telnet
ICMP and TCP pings (including pings included in the predefined web server test):
If you have enabled a proxy on your network, the sensor will, by default not attempt to do ICMP and TCP pings for services that require a proxy. Enable the Force ICMP pings and Force TCP pings options to override this behaviour.