Which traffic they carry
A proxy can forward an application’s requests through an intermediary. A VPN usually establishes an operating-system-level tunnel, but coverage depends on configuration. Do not assume all traffic is routed merely from a product name. Application exceptions and split-tunnel settings can change the result.
Encryption is a separate question
Using a proxy does not prove that every part of the connection is encrypted. A VPN tunnel also protects only the path it covers. HTTPS to the destination still matters. Consider what the intermediary can observe, where each connection terminates, and the service’s trust model separately.
Verify the exit address
Look up your IP in the same browser before and after configuration. A different exit supports that routing changed, but does not prove other applications use the same path. Use approved settings on corporate networks and avoid sending account-bearing traffic through untrusted intermediaries.
A browser-only setting
A proxy configured only in a browser may not be used by an email client. Comparing the configured browser with another application helps identify the scope. Different results should prompt a configuration check before concluding the service is broken. Avoid carrying authenticated traffic through shared or unknown proxies.
Put it into practice
Inspect one public IP, or compare a list of addresses with the bulk lookup tool. Location results are approximate.
Single lookup ↗ Bulk lookup ↗