don't use the tethering option, disable it.
install proxoid app and start the server on your device.
Then configure your system proxy for HTTP to be localhost on port 8080:
if xfce4:
nano /etc/environment
add :
http_proxy="http://127.0.0.1:8080"
and run:
adb forward tcp:8080 tcp:8080
the first is the proxoid port and the second the one of your proxy