Azure AD Connect 2.0 change proxy setting

 1. Go to the program files -> Microsoft Azure Active Directory Connect -> To modify the file proxy config in the file "Microsoft.ApplicationProxy.Connector.Common.dll.config

2. Netsh winhttp set proxy "<proxy IP>"

3. Restart the service "Microsoft Azure AD Sync"

Then, you can run the powershell command >Start-ADSyncSyncCycle -PolicyType Initial 

To use the new proxy for the sync.

Azure AD Connect 2.0 change proxy setting