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You can remove all data stored in Firefox for a specific domain via "Forget About This Site" in the right-click context menu of an history entry ("History -> Show All History" or "View -> Sidebar -> History"). If you do not need to use a proxy to connect to internet then try to select "No Proxy" if "Use the system proxy settings" or one of the others do not work properly.
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Options/Preferences -> General -> Network: Connection -> Settings.
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