TOAD works through the Oracle Client Interface (OCI), meaning your local Oracle Client installation and tnsnames configuration.
It seems that the tnsnames itself may not support a SOCKS proxy causing the limitation, and that any JDBC-based query software (like SQL Developer, SQuirreL, DBeaver, and others) should do the job and be able to setup the JVM http proxy parameters through them. SQL Developer and DBeaver both have a UI for that too so you don't have to get into the JVM params directly.