That is why it's recommended to make your own proxy or socks5 it's easy to make your own Socks5 shared hosting is fine but if you don't want a shared hosting you need a dedicated hosting so that you are the only one who use the server. .
I did try using sock5 proxies at one point just to test out on my Telegram app but i was disappointed by the outcome. At first the speed would seem okay but after a couple of hours of days, the loading speed would be so slow and at times non-responsive. I would be forced to look for a new proxy and the cycle would continue all over again until i gave up and just stuck to VPNs.
Thou there is a chance of being monitored by the VPN service provider, there is not so much hassle setting up like i experienced with proxies