One solution would be to create a "SOCKS5 adapter" that would accepts regular SOCKS5 connections on one side, then forwards them onto an authenticated SOCKS5 proxy on the other.
You could run the "adapter" locally and configure it with the allowed incoming connection (localhost) and outgoing authenticated SOCKS5 proxy and username/password.
Because the first proxy is running locally, you would not incur much of a performance hit. This would work in any agent which supports any proxy format you want to expose to your browser.
Otherwise, this sounds more like a superuser question.