Have you tried using the Locations feature?
- Go to System Preferences > Network,
- Click on the "Location" dropdown menu,
- Choose "Edit Locations",
- Click on the add button and give the location a name. I would suggest you give it a name that's related to the proxy,
- Now that you've setup a new location, go through the networking configuration, ensuring you set the relevant proxy setting under the "Proxies" tab, which can be found under the Ethernet/WiFi adapter settings > Advanced.
Repeat steps 1-5 for each proxy.
Once you've finished, you can quickly switch between each proxy by clicking on the Apple icon (located at the top left of your screen) and going to "Location". Once the Location menu expands, you should see all your different locations, which have the relevant proxy settings within them. Clicking on the locations will change the proxy settings your Mac uses.