Key Takeaway (TL;DR): Smart TVs, streaming devices (Apple TV 4K), and gaming consoles (PS5, Nintendo Switch) cannot install typical desktop proxy software. Two reliable solutions exist: deploying tvOS-native proxy applications (Surge, Quantumult X) directly on Apple TV as a local gateway, or manually assigning your side-gateway IP as the console's default gateway and DNS server to achieve NAT Type A gaming performance.
1. Console Setup (PS5 & Switch)
Manually configure console IP settings to point Default Gateway and Primary DNS directly to your side-gateway address.