Iphone not accepting the proxy change

Hi, I have an issue where my proxy keeps being in the same location, even though I am changing the authentication username, which would supposedly change the proxy location as well...

If I enter credentials in the wifi settings for a proxy provider for the first name - Server name, port, username and password, after saving it will ask me to confirm the username and password for authentication, and the proxy will work normally, and let's say the location of that proxy is in New York.

But when I want to change the location of the proxy to another city, and entering new authentication username, the phone is completely ignoring that!

It just keeps showing the location of the first proxy I entered from that provider.

So long story short, after first entering the credentials of a proxy provider, it seems that the phone sticks to that first proxy and doesn't want to change any other, as long as they are coming from the same provider.

I have tried all kinds of restarts, factory reset, network setting reset, nothing helped...

Could this be my WIFI issue then? I also have IPhone SE where the same thing is happening.