Setup proxy for Discord

By default, we assume that you have an HTTP proxy that is running on your system on port 8080.

• Setup proxy for Update.exe: Discord icon on your desktop or start menu does not directly start the main Discord app. Instead, it runs the Update.exe program to perform the upgrade detection. If there is an update, Discord.exe will be started after downloading the update, so we must first setup proxy for Update.exe. Create Update.exe.config beside Update.exe in Discord installation location with following content:

<?xml version="1.0" encoding="utf-8"?>
<configuration>
    <configSections>
    </configSections>
    <system.net>
        <!--Configure fiddler local proxy-->
        <defaultProxy>
            <proxy autoDetect="false" bypassonlocal="false" proxyaddress="http://localhost:8080" usesystemdefault="false" />
        </defaultProxy>
    </system.net>
</configuration>

• Setup proxy for Discord.exe: Edit discord shortcut in your desktop or start menu & add the following parameters at the end of target field in shortcut properties menu.

--a=--proxy-server=http://localhost:8080

source: from here