There is an option in Rule -> Advance named Trust DNS. That’s allow the proxy to use the IPs from local DNS.
For example, when you want to access a.com, and it does not match any domain directives in the rules, it will be resolved by the local DNS. If the IP result matches an IP directive with the target set to PROXY, it will pass locally resolved IP to the proxy instead of the domain, provided that you have enabled this feature.
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