Using AdGuard while connected to VPN

I have red how to setup AdGuard to use an outbound proxy and it didn’t work. What is this trying to accomplish and why is it a problem in the first place? Does this mean all DNS requests made on the device are routed through this proxy server, but the actual request (i.e. data) go through the VPN server?

Use any vpn with a socks5 proxy. It will work if you set vpn to use socks5 proxy and adguard to use socks5 proxy as well.

So for these it’s more applicable to Android and iOS mobile devices.
On your Mac or Windows PC, AdGuard does not need to establish an VPN connect to just filtering ads and other from webpage browser loads (I read it’s using another mechanism, forget that name). So on Desktop you can connect to VPN while still having Ad Filtering and Privacy Protection in place.

On mobile it’s a bit different. In order to effectively apply filter and other stuff, it’s better to use a “Local VPN”, where AdGuard created a VPN connection that redirect all traffic to it to filter contents. That works great and would cover almost everything if the app follows the VPN tunnel AdGuard created.

However, Mobile devices can only establish one VPN connection concurrently. So if you connect to AdGuard, you aren’t able to connect to WireGuard or AnyConnect via another VPN connection. If you connect to another VPN, AdGuard would be disabled and you’ll start to see ads and losing all these page level filtering and tracker protection.

To solve that, you can instead continue using AdGuard, and run the other VPN as proxy inside AdGuard. This works best if you are trying to route all traffic through the proxy and have limitations, but it’s somewhat better than the one way or another in my opinion.

On iOS I turn off adguards dns filtering and use the vpn’s enrypted dns. I keep all adguards filters turned on.

So for these it’s more applicable to Android and iOS mobile devices.

Then why is there the option in the app that is designed for Windows

How is this proxy different than the local HTTP proxy? Should they both be used at the same time, or would this be bad because then no VPN is used to secure connections on public networks?