Yeah, this is really tricky. Apple has released Network Extension API since iOS 9 which only exposes IP packets. What I did is to parse the IP packets and redirect them into different proxies. (Most tough part though only one sentence)
(I know how to set up a remote interface so I can grab the network traffic from a Mac already, interested in exploring alternatives)
There are several similar apps that do basically the same thing. The original one is called Surge, but it's super expensive. Potatso is one of the cheaper clones.