Yes, you are right Lars, I've also realized that this is an error from proxy.el file.
I don't use any kind of proxy, the steps are really simple to produce this error.
Step 1: Run 'emacs -Q'
Step 2: M-x and type 'set-language-environment'. Write the value 'Turkish'.
Step 3: M-x and 'eww'. Try to visit '
google.com' or any website you want.
That's all, you'll get a couple of 'Emergency (url): Unknown proxy directive: DIRECT'
On step 2, I've tried a bunch of different languages, the only problematic one is Turkish.