With a bit of hacking you can easily do what you want. Firstly, connections not started with proxychains command get no proxy.

Then anything you do want proxied, you just have a config file specifying where, eg my browser for rss feed links is the command:

sakura --title eww-tor -e proxychains4 -q -f /etc/proxychains.conf /usr/local/bin/emacs --no-window-system --eval "(load-theme 'autumn-light)" -f eww-browse "$1"

and proxychains.conf:

`proxy_dns
strict_chain
socks4 127.0.0.1 8888`

So you hvae total granular control 🙂