[feature request] Add SOCKS 5 proxy mode

[OlegLxx]

Is your feature request related to a problem? Please describe.
There is a problem that it is necessary to selectively route a particular application through the VPN.
There is a problem that this VPN client may conflict with other VPN clients.

Describe the solution you'd like
The solution is that we can implement a local SOCKS 5 proxy. We can selectively redirect applications to this proxy.

Describe alternatives you've considered
I saw this implementation in the Adguard VPN client: https://github.com/AdguardTeam/AdGuardVPNForWindows