Found some interesting things

1. kcptun: https://github.com/xtaci/kcptun
2. kcp: https://github.com/skywind3000/kcp
3. v2ray: https://www.v2ray.com/

On you VPN, you should already run your shadowsocks server with port '838'

alias kcptun_start='~/kcptun/server_linux_amd64 -t "127.0.0.1:838" -l ":4000" -mode fast2'

or just use the command

./kcptun/server_linux_amd64 -t "127.0.0.1:838" -l ":4000" -mode fast2

So in your local machine, start the client:

sudo ./client_darwin_amd64 -r "xxx.pjq.me:4000" -l ":838" -mode fast2

Now we have set the connection from local port 838 to the remote port 4000.

Set the server to localhost/127.0.0.1, and the port 838