Pure default configuration.Just boot and clicked in socks and in web proxy "enable" and "apply". There is no any traces in ip->services and of course they do proxies do not work. After reboot as well. Expected something that is on mipsbe crs125 (see second image).
Does socks/web proxy works for someone on arm64 (CRS428)?
Did you configure the required Device Mode settings?
Device-mode | RouterOS Manual
Thanks for information!
Though implementation in RouterOS is cryptic: device mode does not present in winbox; if some feature is disabled for some reason then standard way to inform user is to gray it out, not like it is now: you can enable it, but it does not affect anything, that makes impression it is broken.