Sometimes, the application that we need to test lies inside some corporate network. The clients give access to a specific IP address that is white-listed in the corporate firewall. At other times, we work inside the client location but it requires us to provide an internal proxy to get access to the staging site for testing.
In all such cases and more, we need to be able to add an additional proxy that Burp can send data to before it reaches our target. In some cases, this proxy can be the one that the browser requires to reach the intranet or even the Internet. Since we would like to intercept all the browser traffic and Burp has become the proxy for the browser, we need to be able to chain the proxy to set the same in Burp.