[R] R version 4.2.1 install.packages does not work with IE proxy setting

[PIKAL Petr]

Dear all

After we installed new R version R 4.2.1 installing packages through IE
proxy setting is compromised with warning that R could not connect to server
(tested in vanilla R).

> chooseCRANmirror()
Warning: failed to download mirrors file (cannot open URL
'https://cran.r-project.org/CRAN_mirrors.csv'); using local file
'D:/programy/R/doc/CRAN_mirrors.csv'
Warning message:
In download.file(url, destfile = f, quiet = TRUE) :
  URL 'https://cran.r-project.org/CRAN_mirrors.csv': status was 'Couldn't
connect to server'

So install.packages("whatever") also ends with similar warnings.

When using directly (without proxy need) install.packages works as expected.

In R4.1.0 version it works as expected, without any warnings and packages
could be installed smoothly.

Is it known issue with this version? 
Could it be due to somehow corrupted installation?
Should we set something differently for this new R version

Best regards
Petr