I want to use an external application with Tor.
I find 4 different commands for that, and I am not sure about their relations.
What's the relation between those 4 commands/applications?
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Most of the links you posted state the differences.
You should use torsocks.
tsocks' role is to allow these non SOCKS aware applications (e.g telnet, ssh, ftp etc) to use SOCKS without any modification.
Torsocks is the successor of tsocks and is still actively maintained.
torify is a simple wrapper that calls torsocks with a tor-specific configuration file. It is provided for backward compatibility; instead you should use torsocks.