Ok, it seems that I asked my question incorrectly ...!
At this moment each ESET antivirus takes updates from internet using proxy server which now is no longer available. It means that I need to change each ESET antivirus configuration to disable proxy server usage. If I would have an ERA server I think I could be able to remotely change configuration of all ESET antivirus apps, but since I don't have one I'm forced to create some logon script for GPO to do that! Now what I'm interested in is a possibility of using windows registry to disable proxy server usage in ESET Antivirus.