ClashX

1) Downloading the required version of ClashX You need to go to the official GitHub of the ClashX project and download the required version of the archive for your OS. The example shows a setup on Windows OS (Clash.for.Windows-0.20.39-win.7z).

Link to Github: https://github.com/lantongxue/clash_for_windows_pkg/releases

2) Unpacking and launching ClashX

Next you need to extract the archive and run as administrator "Clash for Windows.exe" as shown in the screenshots below.

3) Go to configuration settings

After launching the program you need to go to "Profiles" and open the editor for config.yaml

4) Configuration setup

Make the configuration of the file as in the example below, specifying your proxies from the order:

proxies:
  - name: "ProxyShard-Germany-testname"
    type: socks5
    server: 123.123.123.123
    port: 1234
    username: proxy_login
    password: password_login
    udp: true

proxy-groups:
  - name: "Auto"
    type: select
    proxies:
      - ProxyShard-Germany-testname

rules:
  - PROCESS-NAME,chrome.exe,Auto
  - MATCH,DIRECT

In the end you should get something like this:

You should also clarify which fields are responsible for what (link about the proxy fields from the order).

proxies:
  - name: "ProxyShard-Germany-testname"       | Here you set the proxy name
    type: socks5                              | Type of protocol 
    server: 123.123.123.123                   | Proxy address or domain 
    port: 1234                                | Proxy port
    username: proxy_login                     | Proxy login                    
    password: password_login                  | Proxy password 
    udp: true                                  
proxy-groups:
  - name: "Auto"
    type: select
    proxies:
      - ProxyShard-Germany-testname              

rules:
  - PROCESS-NAME,chrome.exe,Auto   | Selection of a specific application to be proxied 
  - MATCH,DIRECT      | In our example the Chrome browser is used,
                      | but it can be any of your applications, for example discord.exe  
                      | - MATCH,DIRECT : Indicates that all traffic that is not Chrome
                      | will be redirected not to the proxy, but to your primary interface               

5) Configuration check

After configuring, you need to open "Proxies" and select the "Global" option and perform a check of your configuration set in step 4.

If the check failed and you have "Failed", compare with the configuration file and make sure that all proxy data is entered correctly. If the settings are correct, you will get a successful check output as in the screenshot below.

6) Installing and enabling the TAP interface

Next go to "General" and install the TAP interface on your computer, it will create a new interface to which the proxy will be bound.

After installing the TUN interface you need to enable TUN Mode, as in the screenshot in the 4th frame

7) Functionality check

If everything started successfully, you can open the application you configured the config for (step 4) and enjoy your programs working with UDP traffic proxying enabled!

In our example the proxying was done for Chrome and we can check on checkers.

If the check or proxying does not work, make sure that you launched ClashX as administrator and that steps 4 through 6 were completed correctly.

8) Adding multiple proxies and switching between them To be able to quickly switch between proxies, you need to add new proxies to the configuration from step 4. The names "ProxyShard-DE-testname1" are arbitrary and can be chosen at your discretion.

The main point after adding is to specify the proxies also for the "proxy-group", as demonstrated below:

proxies:
  - name: "ProxyShard-DE-testname1"
    type: socks5
    server: 123.123.123.123
    port: 42651
    username: LOgin
    password: pasSSWORD
    udp: true
    
  - name: "ProxyShard-NL-testname2"
    type: socks5
    server: 123.123.123.123
    port: 42651
    username: LOgin
    password: pasSSWORD
    udp: true

  - name: "ProxyShard-RO-testname3"
    type: socks5
    server: 123.123.123.123
    port: 42651
    username: LOgin
    password: pasSSWORD
    udp: true

proxy-groups:
  - name: "Auto"
    type: select
    proxies:
      - ProxyShard-DE-testname1
      - ProxyShard-NL-testname2
      - ProxyShard-RO-testname3

rules:
  - PROCESS-NAME,chrome.exe,Auto
  - MATCH,DIRECT

If you specified everything correctly, you will see additional connection points in "Proxies" and depending on the chosen profile settings (just click any), the connection will be made.