The methods that can be used to protect user internet privacy, to ensure the connection is encrypted, and to keep user activity hidden are proxy and MAC address randomization. A proxy is a server that acts as an intermediary between a user and the internet, hiding the user's IP address and location from websites and other online services. A proxy can also encrypt the connection between the user and the proxy server, preventing anyone from snooping on the user's traffic. MAC address randomization is a feature that changes the MAC address of a mobile device periodically or when connecting to different networks. A MAC address is a unique identifier of a network interface that can be used to track the device's location and activity. MAC address randomization can help protect the user's privacy by making it harder for third parties to link the device to a specific user or network. Verified References:
https://www.techtarget.com/searchsecurity/definition/proxy-server
https://www.techtarget.com/searchnetworking/definition/MAC-address-randomization
https://www.techtarget.com/searchsecurity/definition/MAC-address-Media-Access-Control-address

Explanation
Executing the files in the sandbox on the web proxy is the best solution to reduce the risk of employees downloading and opening malicious files from the internet. A sandbox is a secure and isolated environment that can run untrusted or potentially harmful code without affecting the rest of the system. By executing the files in the sandbox, the web proxy can analyze their behavior and detect any malicious activity before allowing them to reach the corporate workstations.
References: [CompTIA CASP+ Study Guide, Second Edition, page 273]