Other GSA tools also have a proxy scraper, but not as powerful as this stand alone software. So you might want to have Proxy Scraper work for all your other GSA Tools and let them use the proxies.
There are two ways doing this:
In GSA Proxy Scraper you have the option to enable it's own internal proxy server in options (off by default). Once you have it running, it will allow you to use the proxy with IP 127.0.0.1 and Port 8080 (default values are changeable) in every other software. So adding 127.0.0.1:8080 as a proxy will allow other tools (not only GSA software) to make use of all proxies within GSA Proxy Scraper.
In all other GSA Tools you can setup providers as well. When clicking on Add/Edit providers you will be able to add your own. Make sure you do not enter a URL, but instead enter the path to a file where you previously enabled Proxy Scraper to save in Automatically Export options. Make sure you uncheck every other provider except the newly added one.
View the following video for details:
Other options you should choose are as seen in the screenshot below