Since proxychains did not work with Java apps and VPN was not an option for me, I had to use a workaround.
You can do it by starting a proxy like mitmproxy with proxychains and eventually also add an upstream proxy to mitmproxy (https://docs.mitmproxy.org/stable/concepts-modes/#upstream-proxy).
Then you can configure the proxy settings of your Java application (in my case SoapUI) to use mitmproxy.