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Short answer: what you are trying to do is very hard (almost impossible) to solve cleanly with only an HTTP proxy and no root, especially for Steam and most online games.

A few key points:

  1. HTTP proxy vs full tunnel (VPN)

    • Your current setup (V2Ray SNI → HTTP proxy → Windows manual proxy) only handles HTTP/HTTPS traffic.
    • Steam downloads and most online games use their own TCP/UDP connections and completely bypass the Windows proxy settings.
    • That’s why the browser works but Steam / games don’t.
  2. What would be needed technically

    • To force “all traffic” (including UDP and non‑HTTP packets) through the mobile gateway, you usually need:
      • a TUN/TAP‑based VPN on the PC (WireGuard, OpenVPN, V2…

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