Chrome is configured to send all traffic through a proxy server, and it cannot reach that proxy. The websites are fine; the middleman is missing. This usually appears after a VPN or security tool was removed (leaving its proxy settings behind), after malware set a proxy of its own, or when a work proxy is unreachable from home.
If the proxy is required and reachable for colleagues but not for you, your account or device may not be authorized on it, which is a question for the network's administrator rather than a browser setting.
What is the difference between ERR_PROXY_CONNECTION_FAILED and ERR_TUNNEL_CONNECTION_FAILED? Proxy connection failed means Chrome could not connect to the proxy server at all. Tunnel connection failed means the proxy answered, but could not open a tunnel through to the destination site. The first is a reachability problem; the second is the proxy refusing or failing the onward hop.
Why did this error appear when I never set a proxy? Software sets proxies on your behalf: VPN clients, security suites, and malware all do it. When the program goes away or its server dies, the setting remains and every page fails. Clearing the leftover setting is the fix.