You can configure a proxy on iPhone via the WI-Fi settings. But because of the iOS security settings , the proxy will work just for browsing (via chrome, safari etc) but it won’t work on the applications.
How to put a proxy on Android
You can put the proxy on an android device via WI-FI settings. Because of the Android’s security, the proxies will not work on the applications. It will work just on the browsers (Chrome, Firefox etc) Connect to WI-FI network Settings->WI-FI Long tap on connected network’s name Modify network config-> Show advanced options Set proxy settings