Describe the bug
As someone already mentioned: #2555
I did a little test, it seems to be related to UDP fallback.

Adguard has a function which allows user to name a socks5 proxy as upstream proxy. It also supports UDP over socks5.
So what people do is that they use adguard in VPN mode, and shadowsocks in transparent mode, and in adguard, set 127.0.0.1:1080 as upstream socks5 proxy, and tick "UDP over socks5" if UDP relay is supported by server and UDP fallback is enabled by shadowsocks client together with SIP003 plugin. Everything was working as intended up until 5.0.6.

From 5.1.0, something seems to be broken. With the same aforementioned setup, Adguard gave a "UDP over socks5 not supported by this proxy" error message, with UDP fallback enabled. However if you disable UDP fallback and SIP003 plugin, then the error message goes away. I think it performs a connectivity test upon connection, and the result suggests UDP over socks5 is unreachable, when UDP fallback is enabled.

So I suspect something is wrong is the UDP fallback function. Oddly though, when I tested UDP relay in VPN mode, it seems to be working. But I don't know how to test the socks5 proxy.