Open your application's proxy settings first. Its supported protocols determine which list entries you can use; an impressive label or familiar port number cannot add client support.

Your application or taskChoose and check
It offers only an HTTP proxy fieldA matching endpoint from the HTTP proxy list. Test HTTPS CONNECT too if you need HTTPS destinations.
It supports SOCKS5 and needs connection or DNS optionsA SOCKS5 endpoint with the required options supported at both ends.
It needs UDPVerify UDP support in both client and endpoint; the SOCKS5 label alone is insufficient.
It requires SOCKS4A compatible SOCKS4 endpoint and matching client mode.
It has no proxy supportAn IP from a list cannot configure the application by itself.

For web and API requests, an HTTP proxy is often enough. It forwards HTTP and, when permitted, carries HTTPS through CONNECT. A successful plain HTTP page does not prove tunnel support: the service can require tunnel authentication or restrict destinations and ports.

SOCKS works below the HTTP request layer. A compatible application asks it to establish a connection without interpreting an HTTP request, which makes it useful for other supported traffic too. SOCKS5 defines IPv4, IPv6 and domain-name addresses, authentication and UDP association. A particular application or free endpoint may implement only some of those features. A browser's TCP SOCKS route does not automatically cover another app or UDP service.

Where does the destination name exist?

In curl, the SOCKS5 URL spelling determines where destination DNS happens: socks5:// resolves destinations locally; socks5h:// asks the proxy to resolve them. Different DNS views can make one choice work and the other fail. Other clients may use a checkbox or separate option. Selecting SOCKS5 alone does not establish that every DNS lookup goes through it.

SOCKS4 has fewer capabilities; SOCKS4a adds hostname handling. If both client and service support SOCKS5 and there is no reason to use the older protocol, a suitable SOCKS5 entry is a reasonable first choice. Leaving the client in SOCKS5 mode while entering a SOCKS4 endpoint is a protocol mismatch.

Once the protocol fits, test the actual destination and identify the first failure. Neither HTTP nor SOCKS5 measures anonymity: operator trust, destination TLS and the application's real route still determine what protection you get.

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