Address per program or VPN for everything

The proxy applies to the program you point at it: the browser, the script, the tool. The VPN applies to the whole machine, including what you did not configure.

How to choose

For work per site, testing and separated accounts, the address per program gives control: each task leaves through one address. To protect the whole connection of a machine or phone, the VPN is the way.

You can use both: the VPN on the machine and the proxy address in the program that needs another IP.