How to remove any data "http_proxy" module added or changed?
Uninstalling the HTTP proxy module appears to not uninstall its configuration. So the proxy configuration is likely still in place in your case. I assume that the reason the HTTP proxy module does not remove the configuration is that it doesn't explicitly "owns" the configuration: it exposes hidden settings from Drupal core.

There is an issue about this reported in the http_proxy issue queue: https://www.drupal.org/node/2592461