@IceCanh Thanks for reaching out on Q&A.
Hope you are already aware that Microsoft now recommends using the Microsoft Authentication Library (MSAL) for authentication and authorization of Azure AD entities instead of ADAL.
If you want to know about the benefit of using MSAL over ADAL, have a look here.
If you still want to use ADAL, look at this thread for your scenario.
You can see more information here,about how to use custom proxy for publicClientapplication in MSAL rather than AuthenticationContext in ADAL.
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