ProxyCap

This solution supports UDP tunneling!

This program is outdated and paid; its trial period is 30 days.

Installing ProxyCap.

Follow the link to download ProxyCap.

Install it and then start the program.

ProxyCap setup

Next, go to the Proxies tab and add a new connection using the icon

Connection profile setup

Specify the proxy from the order in the corresponding fields.

You can find a proxy setup example in the Setup guide section

Routing rule setup

For the proxy to work, adding a routing rule is required.

To add rules, open the "Rules" tab and specify the settings as shown in the screenshot, making sure to set Rule Action, Proxy, and other parameters as needed.

You can set separate proxying for processes by specifying the program path in the Program field.

Done! You can now start using it!