How would I add and activate a proxy for my computer via terminal (without going into System Preferences.) Can I do that with
scutil --proxy somehow?
You can use networksetup.
See man networksetup for a full list.
Run this command via terminal.app
Example: setting http proxies.
sudo networksetup -setwebproxy Wi-Fi proxy.yourdomain 9090 sudo networksetup -setproxybypassdomains Wi-Fi website1, website2, website3
Replace Wi-Fi with the approiate service name (wifi, ethernet, ..).