Keeping the connection alive even if the interface is disconnected and reconnected?

[kon3ko]

Is it possible to keep a connection alive even if the network interface is turned off or the gateway becomes unreachable?
I want the connection to just hang in that state until the application using the proxy gives up on its own.

For example, in Proxifier, even when the interface or internet connection is down, it doesn’t immediately drop the connection. It stays pending until the program using the proxy decides to close it.

I tested with Socksify and TunnlTo. If I disable the gateway or turn off the interface, the connection is immediately forced to close.