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4 minutes ago, ratiw said:

I don't get your question, I suppose the order in which they are used is set by the OS and protocols, not a user choice. Can you explain better?

I wasn't asking a question (or rather, it was a rhetorical question). I'm trying to tell you that the answer to your question depends entirely on the order in which they are used, or rather how exactly the system is configured.

 

You could configure your system to connect to a VPN. On the VPN server you set up a SOCKS proxy that routes all traffic to yet another server which then routes its traffic through an HTTP proxy. You can change the order if these any way you see fit. You could also set up all kinds of routing rules that bypass any or all of these for certain sources or destinations.

Remember to either quote or @mention others, so they are notified of your reply

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