MacOS – proxy testing application on OSX

Any application can network directly or use the system settings. As @geekosaur states, Opera has its own setting, as does Firefox (along with the option to use the system settings). Chrome and Safar use the system settings.

It's really up to the application developer how they implement their proxy controls (if they even have proxying!).

Put a switch which can have ports configured in "span" mode so you can sniff all the traffic, (an old hub will also do the same job) between the router and the base station.

Plug in your laptop, install wireshark and sniff all the traffic. Then analyse.

The other tool I use is MRTG, but you will need to set up SNMP on the Airport or the "spanned" switch, and monitor for a few days.

You can definitely use SNMP with an Airport extreme as documented here.