TMG / WPAD and protocol relative URLs

We are using a TMG Cluster (TMG2010 SP3) as a proxy.
We use wpad auto discover for our clients and that is working fine except that protocol relative urls are not sent to the proxy but use the direct route.
More and more websites are using a protocol-relative url (eg: script src=//ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js ) when we use the "automatically detect settings" option in IE these URL's aren't redirected to the proxyservers.
And because our clients do not have direct internet access the page doesn't load the script and isn't displayed correctly.
I probably have to alter the wpad.dat file but I'm stuck in how to do so.

Hi,
Thank you for your post here.
How did you judge that the packets have been directly routed to gateway?
Could you please configure your proxy to manually point your web proxy server address? Please test it to see if traffic is still routed directly.
Network Monitor 3.4 is a very useful tool to help us capture the network packets. We need to check if the request you send is packaged in HTTP or HTTPs since just HTTP or HTTPs can be proxy direct to proxy server.
Best Regards
Quan Gu

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