Are there different types of proxies?

Hi,
I know all the proxies in IM and BHW are for hiding you ip etc. But I used to use programs called "charles proxy" and "burpsuite proxy" to intercept and edit requests and responses on ios games..

So, is this a different type of proxy or just a more advanced one? I dont know whether you can hide your ip with them or not I rarely use them anymore. Has anyone had any experience with these?

Thanks