How do I report a hacked iPhone to Apple?

Nope, your phone is not hacked. I can show you a similar screenshot on another device that is also not hacked. You can continue with your erase process using those same options. Another thing you can try is to Force Restart your phone to clear the cache data that may resolve the default button titles.

• Press and quickly release Volume up
• Press and quickly release Volume down.
• Press and HOLD side button until the Apple logo appears. This may take up to 15 seconds while holding the side button until you see the Apple logo and you have to ignore anything else on the screen until you see the Apple logo. That includes the slide to power off prompt you will see. If you do not see the Apple logo try again as it may take a couple of attempts to get the speed and sequence of the key presses correct.

The information you provided for the Most Contacted Domains and the Skip Proxy page are meaningless when it comes to showing your device is hacked. If the Force Restart does not resolve the labels on the buttons you see, then continue with the Factory Reset as described in the prompt, and restore from a backup.

First you would have to find a phone that was actually "hacked"...

There is nothing in your post that indicated your phone was "hacked".

What makes you think it was?