How to set socks5 proxy from command line?

Nope. Not sure where you got that from. Neither GNOME nor libproxy knows about that environment variable, so it’s just going to be ignored if you set it.

Use:

$ gsettings set org.gnome.system.proxy.socks host example.com
$ gsettings set org.gnome.system.proxy.socks port 1234
$ gsettings set org.gnome.system.proxy mode 'manual'

This will break in the future; you can follow this issue if you want some heads-up when that happens.

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