osx - How to override automatically enabled proxy
I don't think you're going to find a "legitimate" way around this.  The owner of the machine has installed this, and they desire that it remain turned on.  It would be a poor security measure indeed which could be disabled without the owner's consent in any sort of simple way.

If you have admin access you may be able to determine which process is doing this and terminate it.

I am using a company-supplied MacBook Pro.  If I want to access internal company resources, I have to leave the stuff they've installed in place.  I have admin access, but cannot see some of the software my company has installed.

I believe that you have basically two choices:


Reinstall El Capitan, overwriting the existing install [this might
cause problems with access to school resources] 
Install El Capitan on an external drive, then boot from it when you seek 
to do the things that the proxy is preventing.


Some replacement SSDs come with external cases; you could replace the internal SSD with your own clean El Capitan SSD and then boot from the external one when you need school access.

All of this is probably contrary to some acceptable-use agreement you signed when you accepted the school-supplied machine.  Take care.