This is mostly a question about what effect does the following option have upon all applications that open TCP/UPD ports:
If I set up a SOCKS proxy using System Preferences -> Network -> Advanced -> Proxies -> SOCKS Proxy to a remote server that proxies my traffic, what will happen with my applications?
Will applications that are not proxy-aware still go through the proxy? Over which ports? All of them or only HTTP?
Can applications choose to override the proxy? Or if I set that global option the OS redirects all traffic through that proxy?