Excitingly I've just shipped one-click terminal interception to do exactly this with HTTP Toolkit, for HTTP and HTTPS, to show you everything your CLI is sending and help you work out what the hell is going on. This doesn't strictly enforce HTTP interception, but these variables are observed by almost every language & HTTP library you use on the CLI, and it's enough to ensure that 90% of tools work out of the box. These variables need to do two things: send all HTTP(S) traffic via the proxy, and then ensure that all HTTPS clients trust the interception certificate authority (CA) used by HTTP Toolkit.