I have not been able to find an answer to this anywhere, so Im posting it here.
Issue: connecting a RPi with the latest Jessie update via Ethernet and using a Windows 10 machine to access the internet via Internet Connection Sharing on another network device (eg WiFi).
There is a problem in that Windows 10 will always revert to the following IP address and Subnet Mask whenever ICS is enabled:
192.168.137.1
255.255.255.0
The RPi will not auto-detect this and sets itself with something like:
169.154.72.93
255.255.0.0
Changing the IP & Subnet on the windows machine will not work, because using ICS will over-ride the settings. So a static IP must be set in the RPi, its important to note this should be done in /etc/dhcpcd.conf add the following:
interface eth0
static ip_address=192.168.137.2
static routers=192.168.137.1
static domain_name_servers=192.168.137.1 8.8.8.8
setting the static DNS is critical, and adding the Windows 10 host, then the address of a real DNS server.
This then allows you to directly plug the RPi into Ethernet and have internet available via Windows ICS.