I would like to learn more about customizing proxy server settings. Who knows where I can get more information about this? Also I would like to know how to properly do authentication via proxy?

You can learn about all the important and basic nuances related to proxy settings and authentication from this detailed article - https://floppydata.com/blog/what-is-configure-proxy/ . In it, you will learn what proxy management settings are, how to do them correctly and how to configure them for specific networks and operating systems.