Writing an apt proxy conf file /etc/apt/apt.conf.d/proxy.conf as below.
Acquire::http::Proxy "socks5h://127.0.0.1:1080";
Acquire::https::Proxy "socks5h://127.0.0.1:1080";
Acquire::socks::Proxy "socks5h://127.0.0.1:1080";
And the proxy settings will be applied the next time we run apt.
References: https://www.serverlab.ca/tutorials/linux/administration-linux/how-to-set-the-proxy-for-apt-for-ubuntu-18-04/
Worked like a charm, I'm using shadowsocks to connect and it creates a socks5 proxy at localhost, so this was a blessing when I found how to use APT through a proxy