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.
Step 1
Before configuring debugProxy on your iOS device, you need to download and authorise a debugProxy Certificate.
Step 2
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)
Step 3
Scroll down and under HTTP Proxy, select ‘Manual’
Step 4
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.