Set up a proxy service on the local network

I want to make the devices in my local network could access the internet through proxy. There are two use cases for me:

1. Provide a proxy service in the local network. So an application could use the proxy setting to access the internet.
2. For the application that DOES NOT have the proxy setting or DOES NOT use the system proxy setting(e.g., Youtube on the Nintendo Switch), create a transparent proxy service for those applications.

Prerequisites: you have set up a proxy service in the server.

Set up a PROXY SERVICE

Create a Transparent Proxy Service