What you want is not a prompt requiring administrator permissions to change any proxy settings but to:
- configure proxy settings for the user in whatever Desktop Environment will be available (if any), and
- set up read-only proxy settings for the user in /etc/profile.d/ for any shell that's available taking care of both lower and upper case environment variable names, and
- make proxy configuration easier for users providing them with a proxy.pac to point network tools to, and
- create (iptables, router?) filter table rules for the user (-m owner?) allowing only traffic to allowed destinations, and
- enable (local, remote, router?) logging to be able to adjust any violation of the above.
Note you can add rules to the above list but you should not avoid implementing any.
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