In general, you aren't going to have much luck with this.

99% of 3rd party apps won't respect the proxy. I do know gpodder will work after exporting, but that's about it. Microb, firefox, and email will work with the regular proxy settings. Just about anything else, you won't have much luck with.

If you search around this forum you will find another member that has extensive experience using a proxy and will be able to tell you exactly what does and what doesn't work.