The following example AppleScript code is how you'd click that target menu item:
tell application "System Events" to tell application process "ClashX"
click menu bar item 1 of menu bar 2
click menu item "Set as system proxy" of menu 1 of menu bar item 1 of menu bar 2
end tell
That said though, sometimes there can be a delay of several seconds, or more, between the first click and the second click. If you find that to be the case, then try the following example AppleScript code instead:
ignoring application responses
tell application "System Events"
click menu bar item 1 of menu bar 2 of application process "ClashX"
end tell
end ignoring
do shell script "killall 'System Events'"
ignoring application responses
tell application "System Events"
click menu item "Set as system proxy" of menu 1 of menu bar item 1 of menu bar 2 of application process "ClashX"
end tell
end ignoring
However, assigning a global keyboard shortcut for an Automator Service/Quick Action can be difficult at best because finding a keyboard shortcut that will not step on an already assigned keyboard shortcut in every application that you could trigger the Automator Service/Quick Action in will not be easy.
Additionally, every application you do successfully trigger the keyboard shortcut in will have to be added to System Preferences > Security & Privacy > Privacy > Accessibility, and that can be such a pain. Also, you actually may not want a given application to have accessibility privileges for security reasons.
To work around the accessibility privileges issues in a use case such as this I avoid Automator and just use an AppleScript script triggered by a keyboard shortcut using e.g. FastScripts, or a similar type of application. Using FastScripts I find that I typically only have to give it accessibility privileges and not the application that was frontmost when the keyboard shortcut was triggered.
This still leaves the global keyboard shortcut issue though and you may end up having to use four or five keys and the non-modifier key will most likely have to be a symbol.
Note: I am not affiliated with the developer of FastScripts, just a satisfied user of the product.