Please let me rephrase the entire question, i.e. put it into another perspective. I hope this isn't even more stupid than before ... If I run VPN on Android, e.g. Opera Max VPN and use an application using a proxy, e.g. Opera Mini OR Opera (Mobile) with Turbo enabled OR Chrome with "Google Data Saver" enabled ... Isn't the connection like ... "user > (Opera Max) VPN > (Opera Mini/Turbo) proxy > service" ... rather than ... "user > (Opera Mini/Turbo) proxy > (Opera Max) VPN > service" ...? That is, assuming the former case, aforementioned Scenario 1+2 make perfect sense. I would anyways still be interested how Opera Max VPN deals with Mini/Turbo traffic (double compression(?)). BUT ... If that's actually correct, why is Scenario 4 happening? Could it be that "Google Data Saver" is kind of a transparent proxy while Opera Mini/Turbo proxies are "anonymous", i.e. not transparent?