Proxy setting

From my understanding, op’s problem is if he change system’s proxy setting he will lose connect to private network. This can be fixed by setting up detailed routing rules, which windows don’t allow. So you need a openwrt, or other router system. Furthermore, you can hack your router with openwrt or something like ASUS Merlin, which can solve almost everyhing related with proxy, regardless wether you have control on your PC.

Or you can try something like SSTap or netch, the are more lightweighted, but lack maintenance right now.

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you can set up exclusion in the system proxy config

There is one last thing I want to add. Even if Obsidian adds in app proxy config,
If you network administrator is worth anything, this would still not work because only the traffic going through the IT approved proxy will be routed outside the network.

Some proxies don’t support the remote connection or have big issues when you are trying to connect them with the VPN applications.