Put the following code in your .bashrc or .zshrc then use set_proxy and unset_proxy to set/unset your Mac's proxy

mac_proxy_script.sh

set_proxy(){
  # This set web proxy (http)
  # networksetup -setwebproxy <networkservice> <domain> <port number> <authenticated> <username> <password>
  sudo networksetup -setwebproxy "Wi-Fi" 127.0.0.1 3000
  
  # This set secure web proxy (https)
  # networksetup -setsecurewebproxy <networkservice> <domain> <port number> <authenticated> <username> <password>
  sudo networksetup -setsecurewebproxy "Wi-Fi" 127.0.0.1 3000
  echo "Proxy enabled."
}

unset_proxy(){
  # networksetup -setwebproxystate <networkservice> <on off>
  sudo networksetup -setwebproxystate "Wi-Fi" off
  sudo networksetup -setsecurewebproxystate "Wi-Fi" off
  echo "Proxy disabled."
}