Please see the following from MS:
***I have no 9.0 subkey
Cannot locate the Internet or proxy server when selecting hyperlink in Office - Office | Microsoft Docs
Error message when selecting hyperlink in Office: "Cannot locate the Internet server or proxy server"
Applies to: Word for Office 365, Word 2019, Word 2016, Word 2013 (and others).
Workaround
Add the Internet Subkey to the registry and set the Value data.
To work around this issue, either add the ForceShellExecute subkey, if it is not present, and set the Value data, or if it is present, set the Value data of the ForceShellExecute subkey.
1. Quit any programs that are running.
2. Select Start, and then select Run. Type regedit in the Open box, and then select OK.
3. In Registry Editor, browse to one of the following subkeys (create the keys if they do not exist):
o For a 64-bit version of Office on a 64-bit version of Windows:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Office\9.0\C ommon\Internet
4. Make sure the Internet subkey is selected. On the Edit menu, point to New, and then select DWORD Value. Add the following registry value:
Value Name: ForceShellExecute
5. Double-click ForceShellExecute, and then set the Value data to 1. Select OK.
6. On the Registry menu, select Exit.
I am not entirely comfortable messing with regedit, so any instructions should be very easily understood.
Image shows subkeys in my Office 2016.