"How one goes about using TLS proxy?"

Note I am referring to a local proxy, listening on the loopback device and under the control of the user, not one listening on a network interface connected to the internet and certainly not one operated by a third party as a "service".

https://www.stunnel.org

Good luck.

shameless plug: see autossl.so[1]. it is not a proxy per se, but an LD_PRELOAD-able lib which upgrades plain socket connections to TLS for applicaitions which does not support TLS themself (or using too old SSL versions).

[1] https://github.com/bAndie91/libyazzy-preload/blob/master/src...