ClashX

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

Releases · lantongxue/clash_for_windows_pkgGitHub

2) Unpack and run ClashX

Then you need to extract the archive and run it 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 config.yaml editor

4) Configuration setup

Make the file configuration like 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 what each field is for (link about the proxy fields from the order).

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

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

5) Configuration check

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

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

6) Install and enable 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/TAP 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 for which you configured the config (step 4) and enjoy your programs working with the ability to proxy UDP traffic!

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

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

8) Adding multiple proxies and switching between them In order 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 as you like.

The main point after adding is to also specify the proxies for the "proxy-group", as shown 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 entered everything correctly, additional connection endpoints will appear in "Proxies" and depending on the selected profile settings (just click any), the connection will be established.