New proxy settings don't close old TLS connections
Start your Tor Browser, and choose 'connect' rather than 'configure'. Load a page or two. Then click on the green onion, choose 'tor network settings', click on the middle checkbox to configure a proxy, then select socks5 as your proxy type, 128.31.0.34 as your address, 23 as your port. Click ok. The window disappears, and now my tor-browser_en-US/Browser/TorBrowser/Data/Tor/torrc file has a new line:
Socks5Proxy 128.31.0.34:23
Now load some more pages. They still work! What the heck?
I think the answer is that Tor is leaving its existing TLS connections alone, rather than closing them and then trying to re-establish them using the new proxy settings. This behavior surprised me.