iOS Proxy Configuration
To configure your iOS proxy server you have to connect through a Wi-Fi connection.
This guide should work for iOS 10 and 11. Unfortunatly HTTPS tunneling through a proxy with credentials, like debugProxy, doesn't work properly on iOS 9 and lower.
Before configuring debugProxy on your iOS device, you need to download and authorise a debugProxy Certificate.
Go to Settings > Wi-Fi and select your Wi-Fi connection to open your Wi-Fi settings
(debugProxy has to be connected through a Wi-Fi connection)
Scroll down and under HTTP Proxy, select ‘Manual’
Enter the Proxy Server in ‘Server’
Enter the Port under ‘Port’
Now, open your phone’s web browser and insert your debugProxy session Username and Password for authentication
Video of Steps 2-4
A short video of the steps needed to set up a proxy (in this case debugProxy) on an iPhone5 running iOS 10.