Flume uses the network connection settings currently set system-wide in your macOS Network Settings. If you are connecting behind a proxy or VPN server, in most cases you will have no issues using Flume.
You may encounter issues if Instagram has blocked the IP addresses of your proxy / VPN server, or if there is a ban on Instagram in your geographic region (eg. China). If this is the case, you will need to investigate further, or attempt to connect without the proxy / VPN server if possible.
A per-account proxy server setting is not available and will not be added to Flume, as it enhances the risk of flagging your account for suspicious behaviour, due to the way that Flume communicates with Instagram.