as I can connect through a to a free proxy server (or pay), currently in use as electron JS solution as desktop application
example proxy list servers
http://proxylist.hidemyass.com/
You can use .setProxy() method of session object. You're able to specify proxy directly like in example below:
// in main.js
var electron      = require('electron');
var BrowserWindow = electron.BrowserWindow;
mainWindow = new BrowserWindow({
    "width": 970,
    "height": 500,
    "center": true,
    'title': 'Main window',
});
mainWindow.webContents.session.setProxy({proxyRules:"socks5://114.215.193.156:1080"}, function () {
    mainWindow.loadURL('https://whatismyipaddress.com/');
});
Or you can use PACscript:
// in main.js
mainWindow.webContents.session.setProxy({pacScript:"file://"+root+"/js/pacfile.js"}, function () {
    mainWindow.loadURL('https://whatismyipaddress.com/');
});
// pacfile.js example
var blocked      = ["site1.com", "site2.com", "site3.com"];
var proxyServer  = "SOCKS5 114.215.193.156:1080";
function FindProxyForURL(url, host) {
    var shost = host.split(".").reverse();
    shost = shost[1] + "." + shost[0];
    for(var i = 0; i < blocked.length; i++) {
        if( shost == blocked[i] ) return proxyServer;
    }
    return "DIRECT";
}
                        The chosen answer is somehow correct but the last changes on the library will make you to do this:
setProxy is now a Promise. So now you need to put the last function into the .then() function or use await. I hope this comment helps other people. I fixed mine like this:
mainWindow.webContents.session
.setProxy({proxyRules:"socks5://114.215.193.156:1080"})
.then(() => {
    mainWindow.loadURL('https://whatismyipaddress.com/');
}).catch((err) => console.error(err));
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