How to proxy all programs?

Question

Windows

At work, the Internet goes through a proxy ip, port, authorization.
Some programs do not support proxies.
Is there any software with which you can "proxy" the entire Windows.
So that the Internet goes through this program. So that you can use all programs
Here, for example, proxifier is an old program, it fits ideally, except that when using it, http does not work at all.
For example, I have qip running and the mail, twitter, vk accounts are authorized, but gmail, icq are not

Answer 1

TMG could do that. In the past tense because it is no longer supported.
Checkpoint has a module. At Tsiska ASA-5506-X through some crutches.
You proksya just for authorization? not for caching? Although what kind of caching does icq have ....