Global proxy settings

The standard way to do proxies on a network is to tell each app where to get the web page that provides connection information. (Firefox calls it "Automatic proxy configuration URL". Microsoft probably has a knowledge base article about it.) Each app then adjusts its proxy settings to whatever the web page says to do. In a big organization, if the central proxy setup gets changed, they just change the web page in one place and all the apps start using the new settings when they load them from the "automatic proxy configuration URL". But you probably don't want to figure out the proxy and update that web page each time you plug in your USB.

If you are going to have a different proxy each place you plug your USB in, either you configure the proxy manually on each app, or you set up that proxy configuration URL. Or if you have just a few places you go, you could have a couple of configuration pages and swap one for another depending on where you are.

Or you could set up a standard proxy that is going to be the same everywhere you plug in your USB. That can be problematic if you end up on different machines where each place has locked down outbound connections in a different way.

For example, if all of the places you plug in have all outbound ports blocked and each wants you to use their specific/different proxy setup, you might not have much choice. But if most every one allows, say, outbound SSH traffic on port 22, you might be able to set up an outbound tunnel on that port to a proxy on a web server you own that listens on that port; or just tell all your apps to use that proxy directly. (A secure tunnel can be handy, since it keeps nosey people from seeing what you are doing, besides compressing data before it is sent across the tunnel, to increase bandwidth.) Then each place you go you start the tunnel, and the apps use one standard configuration, that is, through the tunnel.