Build a hook onto the wsock functions and proxyfy there, there is plenty of source around for proxy socksifier

Just put it into the reloging tool.
Imo the only way, if you are using vpns, you will need an vm where you do the translation from proxy to vpn
Deliquent Solution should work also, you could ofcourse try to just copy the binary not the whole directory and setup an socksify who is hooking based on processnames