HEADS UP...
Not sure if this is just Horizon 4 client, I was asked to upgrade to fix a Proxy PAC issue where v3 was ignoring some PAC file settings, however it seems Horizon 4 client is using case sensitivity when matching rules defined in the PROXY PAC file.
So if I have a host or domain in the PAC file in uppercase and in the Horizon client I add a server in lowercase, it will not match the rule and does what it wants...