cdflasdkesalkjfkdfkjsdajfd Orbot has the ability to give some apps exceptions so they don't use Tor. Just to clarify, are you trying to make a proxy in house so you can connect to your devices when outside of your home network?
Maybe a more considerable, but more annoying idea, would be to use Tor itself as an entry point into your proxy via a hidden service. I used to do that for my servers when I did 'in-house' hosting
Sadly, 'There can be only one VPN connection running at the same time. The existing interface is deactivated when a new one is created.' -Android docs
Could be a feature in GOS...one day, but I don't see much of a push for it