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Not sure how well this works in China, but here’s the process I use in my country:

  1. Install Shadowsocks
  2. Buy a SOCKS5 VPN and set it up in Shadowsocks
  3. Press Ctrl+Shift+P in Cursor
  4. Select Open User Settings (JSON)
  5. Add this snippet:
    "http.proxy": "socks5://127.0.0.1:1080",
    "http.proxyStrictSSL": false,
    "http.proxySupport": "on",