Route 1: an app that covers the whole device
Install a SOCKS5-capable client that creates a local VPN profile — this is how every such app on Android works, because a VPN profile is the only way to capture traffic from other apps. Add your proxy as an outbound with these four fields:
Type: SOCKS5 Server: your gateway host Port: your gateway port Username: your proxy user Password: your proxy password
Enable the profile and Android shows a key icon. Everything except apps that pin their own connections now leaves through the proxy.
Route 2: per-app SOCKS5, no VPN profile
Telegram has native SOCKS5 support under Settings, Data and Storage, Proxy Settings. Add the same four fields there and only Telegram uses it. This is the quickest way to prove the credentials work before you set up anything system-wide.
What the Wi-Fi proxy field is good for
HTTP proxies only, on that Wi-Fi network only, and only for apps that respect the system proxy. It never applies to mobile data. If your provider gives you an HTTP endpoint as well — IP2World's residential pool answers both HTTP(S) and SOCKS5 on the same credentials — this route works without installing anything, with those limits.
Testing it
Open any IP checker in a browser and confirm the address changed, then confirm the country is the one you asked for. If the address is unchanged, the app is not capturing traffic; if the connection fails outright, check the port is not blocked on your network before suspecting the credentials.
From a computer on the same network, this settles the credentials question in one line:
curl -x socks5h://USER:PASS@HOST:PORT https://api.ipify.org