OWASP ZAP - kdaisho/Blog GitHub Wiki

Can SOCKS5 be used?

Go to "Options"->"Connection" and take a look if the "Use an outgoing proxy server" checkbox is checked after your "fidling around" session. Based in the scenario you described (the common "Browser"->"ZAP"->"Website" config), it should not be checked for ZAP to work, as this option only forwards the request to the specified proxy and you described using only ZAP as your connection proxy.

Source: https://groups.google.com/g/zaproxy-users/c/YTEAH_X10kk