mikrotik connect to proxy and share internet to another bridge

Never tried, but see: https://danstechjourney.com/posts/socks_proxy_interface/

There is a docker container for tun2socks (https://hub.docker.com/r/xjasonlyu/tun2socks) but ROS on your Mikrotik device architecture (MIPS) doesn’t support containers.
You can try with OpenWrt (https://openwrt.org/toh/mikrotik/rb951g_2hnd) on your device and setup there https://github.com/shangjiyu/openwrt-extra/tree/master/luci/protocols/luci-proto-tun2socks or setup tun2socks and forwarding on some local machine and then setup routing for virtual wlan on Mikrotik device to go over that machine.