How to use a proxy on a smartphone. https problem?

Question

proxy

Good afternoon. There is a need to connect the smartphone to the network through a proxy server.

I connect successfully, but most applications, in particular Instagram, VK, YouTube, Gmail, FB (and many others) stop working and give an error like "Could not complete the request", and the smartphone itself regularly issues a warning "Data can be intercepted by a third party ".

I sort of ruled out the problem with https encryption, installed an ssl certificate on the proxy server - to make sure that everything is OK and the certificate works, I go through a mobile browser to any site with https, from Google to the simplest online store, everything works no problems. But in applications - deaf ..

Please tell me how to be?