Create proxy on a WAN interface, for users outside of the LAN

[Jyling]

Some of my users need a way to use my router as a proxy, so as to access Internet through the router even when their device is not on the LAN.
What steps should I follow to allow them to set the public IP of the router as their custom proxy IP and port# (not 3128)?

One of the reasons why I do not just enable the proxy and begin to play is that in the interface drop down list I see only the
LAN
loopback
WAN01

 interfaces, WAN01 being our PPP provider interface, but the WAN02 which is our backup DHCP provider interface and which I intend to use, is not on the list.