Internet Explorer displays "we were unable to return you to the page you were viewing" error

Only one user receives the error message “we were unable to return you to the page you were viewing” when using Internet Explorer. Other browsers fine. Message appears only when “User automatic configuration script” is checked with the pac.zscaler.net URL address. Google Chrome and Firefox is fine. Disabling the proxy, user does not get the error message.
*First time posting. I apologize if I’m not following certain posting rules.