PS4 cannot use a socks5 proxy. See a couple of sources.
However, you can create a local proxy, that in turn tunnels the traffic then to your socks5 proxy. Now you can use the desired app (looking at you, amazon) on the ps4.
Use gost: (go simple tunnel)
vi gost-service.sh
>>> content
#!/bin/bash
gost -L :8888 -F socks5://username:password@ip-address:port
>>>
#enable firewall?! sudo?
ufw allow 8888
ufw reload
Test the tunnel
./gost-service
# you should see output, or working tunnel
# try with this (ifconfig.me returns the ip it sees)
curl ifconfig.me
# now with proxy
curl -x localhost:8888 ifconfig.me
# best, also try it from another pc, so you can check firewall
curl -x yourlocalserver:8888 ifconfig.me
Now you’re basically ready, to configure the PS4, or any other client.
However, to make it more persistent, let’s create a service and start. Use systemctl to create the service.
sudo vi /lib/systemd/system/gost.service
>>> content
[Unit]
Description=
After=network.target
[Service]
Type=simple
ExecStart=/path/to/file.sh
[Install]
WantedBy=multi-user.target
Start the service
sudo systemctl enable gost.service
sudo systemctl start gost.service
Configure PS4
Settings -> Network -> WiFi/Cable? -> Manual -> Select, all default until proxy: Use Proxy -> configure, host and port
Done 🎉