Please, start with disabling WPAD requests and only then disable the service.
type "Disable WPAD.reg"
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Wpad]
"WpadOverride"=dword:00000001
That way even if the WinHttpAutoProxySvc would be enabled it wouldn't be triggered by WPAD discovery.
