Please, start with disabling WPAD requests and only then disable the service.

    type "Disable WPAD.reg"
    Windows Registry Editor Version 5.00

    [HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Wpad]
    "WpadOverride"=dword:00000001

That way even if the WinHttpAutoProxySvc would be enabled it wouldn't be triggered by WPAD discovery.