HTTP on port 12345 serves pages and APIs. SOCKS5 on port 4444 serves any TCP connection, including a program that does not speak HTTP. UDP works on both.
How to decide
If the tool asks for a proxy URL, use HTTP. If it asks for a host and port and mentions SOCKS, use 4444. Using the port of one with the protocol of the other gives connection refused.
The choice is stored on the service and sets the format of the copied list. It can be changed later, at no cost and without changing the addresses.