I need to setup a WiFi proxy on Android 9 but it seems they removed the feature , all tutorials I found refers to old versions of Android.
The wifi proxy settings are still configured under the advanced options for your wifi network.
The reason you can't find them is just bad Android UX. They're in a scrollable area that doesn't look scrollable (it looks like it just says 'metered'). If you try scrolling down in the wifi settings window you'll see it immediately.
I found you can't edit proxy of an existing WiFi profile anymore, I dunno why they removed the feature. But you can just remove your saved Wifi profile and add a new, then you will easily find proxy options under advanced drop down.