Web proxies
Proxychains
Modify /etc/proxychains4.conf
and add the proxy's address
# ...
# socks4 127.0.0.1 9050
http 127.0.0.1 8080
Run the cli tool with
proxychains <something>
proxychains curl x.x.x.x:xxxx
Request should be intercepted or logged in the proxy tool (burp/zap/...)
Metasploit
Just set the PROXIES setting if available
set PROXIES HTTP:127.0.0.1:8080