A changed IP in your browser describes that browser request. Other applications can retain their direct route because proxy settings are inputs that each client must support and use.

Where the proxy was setWhat it normally governs
Firefox manual settingsFirefox's supported requests.
System HTTP proxyApplications that read and support that configuration.
An application's HTTP or SOCKS optionsThe traffic covered by that application's implementation.
A Wi-Fi network's proxyClients using that setting while on that network.

A game or voice call may use traffic outside the HTTP path; an app opening direct sockets can ignore the system proxy entirely. Even SOCKS5 needs implementation support: the protocol defines UDP association, but Chromium's built-in SOCKS5 support covers TCP URL requests rather than a general UDP relay.

Find the other application's documented proxy interface and match its protocol. If it offers none, repeatedly editing a system HTTP endpoint is unlikely to configure it. Verify a request from that app through its diagnostics or a destination you control; curl can validate an endpoint but cannot certify another app's route.

Recheck after launch or network changes. A process may retain settings read at startup, and a phone switching to mobile data leaves Wi-Fi-specific configuration behind. If your requirement is device-wide routing, select a mechanism designed for that scope; a single client's HTTP setting cannot establish it.

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