It is possible to "wrap" all traffic of a specific application to socks proxy. This makes utility tsocks (available in homebrew) or proxycap they work on the same principle replacing network calls. It doesn't always work, but generally works.
Further possible options how to use it:
1) use shadowsock as a local socks proxy and a vpn tunnel to the server
2) to configure the local socks proxy to use the existing VPN channel.