Typically if a wpad or proxy pac file is not reachable, the browser will go to the internet directly.
It is important to specify the wpad or pac file URL with a domain name instead of IP otherwise the browser may spend a long time trying to connect to an IP, whereas a DNS name would fail immediately.
Here is a good resource for all things wpad and pac file related: FindProxyForURL - PAC & WPAD Resource
from my point of information you have some options how this can be configured.
As Jon mentioned, if the WPAD file could not be loaded by browser the client connects directly to internet. Thist should be one preferred method for notebooks outside the corporate network.
1) WPAD and proxy array. You can define a proxy array in the wpad file. This means, if the proxy (proxies) is/are not reachable and the client is able to load the wpad file the client tries to connect directly. If no proxy is available it takes some time until the client connects directly to internet.
2) you can host the WPAD/PAC file on MWG. If the proxy is down no pac file is loaded by endpoint.
3) Actually one of my preferred methods. Using MCP insted of PAC file. Because you have more configuration options und, from my side the best benefit, any software is redirected to MWG.