Which file stores the Eclipse setting: windows\preferences -> General\network Connections -> Active Provider?

The file you are looking for is org.eclipse.core.net.prefs

The relative path from eclipse.exe to this file should be:
configuration\.settings\org.eclipse.core.net.prefs

(Note that this is a hidden directory on Linux installations)

If your Eclipse resides in:
C:\jazz\client\eclipse\eclipse.exe
Then this file is:
C:\jazz\client\eclipse\configuration\.settings\org.eclipse.core.net.prefs

Changing the setting
windows\preferences -> General\network Connections -> Active Provider
to "native"

changes two settings in that file:
systemProxiesEnabled
and
proxiesEnabled