Probably not exactly what you want but for proxies you can use Container proxy[0] (not affiliated), which allows you to assign different proxies added by yourself to specific containers.
I've used containers with container proxy for well over a year and it works great for segregating work traffic on my home system. I use a container for work traffic that is assigned to an SSH session to my work system that exposes a SOCKS proxy that I make sure is running.
Eventually I moved work browsing to a different browser that I set to run through that proxy explicitly, but I still have the Firefox config set up in case I don't want to launch that, or don't care to copy and paste to the work browser some times (I wish I could find a way to make links launched from Outlook/Teams to open in Chrome but other links to open in Firefox).
I'm not, but just yesterday or the day before I was thinking maybe I'd write a simple application to take the URL and make decisions what to do with it afterwards based on whatever data I decide is relevant (time of day, domain, etc). If I had access to what the source application was that would be ideal, but I doubt Windows 10 supplies that.
Eventually I moved work browsing to a different browser that I set to run through that proxy explicitly, but I still have the Firefox config set up in case I don't want to launch that, or don't care to copy and paste to the work browser some times (I wish I could find a way to make links launched from Outlook/Teams to open in Chrome but other links to open in Firefox).