Intercept traffic from exe to my Java server

Question

In Windows 10, I can easily intercept traffic of an application using Proxifier and route it to Charles proxy, so that I can inspect and edit the data.

 exe -> Proxifier (Socks proxy to localhost:8889) -> Charles (socks listen localhost:8889)

I now would like to replace Charles with my own Java server.

public void StartListener(int port) throws Exception {
    HttpServer server = HttpServer.create(new InetSocketAddress(8889), 0);
    server.createContext("/MyHandler", new MyHandler());
    server.setExecutor(null);
    server.start();
}

While this works fine if I turn off Proxifier (or even if it's on) open Chrome and navigate to localhost:8889/MyHandler it does not when the exe tries to connect to ExeWebsite.com:80/MyHandler.

I tried settings up Proxifier either as Socks or Http proxy but nothing.

I also tried to edit the Java server like this, as per specs:

HttpServer.create(new InetSocketAddress("ExeWebsite.com", 80), 0);

The result I see in Proxifier log is:

exe.exe *64 - ExeWebsite.com:80 error : Could not connect through proxy 127.0.0.1:8882 - Proxy server cannot establish a connection with the target, status code 400

Which tool should I use to quickly and painlessly redirect all the traffic to my local server?