Just the ssh in pipeline is explained well in this question
For the socks proxy it's more complicated.
Basing on this article and Java docs you would have to start your Jenkins with some additional flags, here are the docs:
SOCKS
This is another type of proxy. It allows for lower level type of
tunneling since it works at the TCP level. In effect, in the Java(tm)
platform setting a SOCKS proxy server will result in all TCP
connections to go through that proxy, unless other proxies are
specified. If SOCKS is supported by a Java SE implementation, the
following properties will be used:
socksProxyHost (default: <none>)
The hostname, or address, of the proxy server.
socksProxyPort (default: 1080)
The port number of the proxy server.
socksProxyVersion (default: 5)
The version of the SOCKS protocol supported by the server. The default is 5 indicating SOCKS V5, alternatively 4 can be specified for
SOCKS V4. Setting the property to values other than these leads to
unspecified behavior.
java.net.socks.username (default: <none>)
Username to use if the SOCKSv5 server asks for authentication and no java.net.Authenticator instance was found.
java.net.socks.password (default: <none>)
Password to use if the SOCKSv5 server asks for authentication and no java.net.Authenticator instance was found.
It would most likely look like this
java -DsocksProxyHost=some.proxy.host -DsocksProxyPort=1234 -DsocksProxyVersion=4 -jar jenkins.war
Depending on how you actually start your jenkins etc.