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proxychains
proxychains - a tool that forces any TCP connection made by any given application to follow through proxy like TOR or any other SOCKS4, SOCKS5 or HTTP(S) proxy. Supported auth-types: "user/pass" for SOCKS4/5, "basic" for HTTP.
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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mitmproxy
An interactive TLS-capable intercepting HTTP proxy for penetration testers and software developers.
Bonus If you feel like all this is too much, you can use a tool like (ProxyMan)[https://github.com/himanshub16/ProxyMan/] that is a lightweight shell script with a simple interface to both set and unset these variables.
You can go even further with tools like proxychains that let you chain multiple proxies. This is used while setting up tor and comes pre-installed with pentesting distros like Kali and ParrotOS.
Most general use cases will be satisfied by the above 2 steps. Even if you need to setup something like your own man-in-the-middle proxy like mitm or a transparent proxy like squid for simple logging, you could still use the previous step and launch apps from the terminal while setting the required variables to point to the proxy server That does, mostly, work.