We have been intercepting calls of Devices and localhost calls on Charles but this article is about how you can intercept calls that are calling some other domain that needs to be intercepted in Charles.
Given below are the steps to intercept these calls if you cannot intercept them via simple localhost change (http://localhost:8500 -> http://localhost.charlesproxy.com:8500)
Step 1 : Download and Install Charles certificate in Login and system (keychain), also change it to Always Trust.
Charles -> Help -> SSL proxying → save Charles root certificate
Step 2 : Enable Socks proxy
Charles -> Proxy -> Proxy Settings -> Proxies and macOS
Step 3 : Set proxies in network for (HTTP, HTTPS proxy : 127.0.0.1:8888) and (SOCKS proxy : 127.0.0.1:8889).
Step 4 : Set HTTP proxy in IntelliJ
IntelliJ -> Preferences
Step 5 : Charles should be ON and then restart the services. All the calls from IntelliJ will be intercepted in Charles. (Remember to uncheck focused checkbox in Charles else calls have been intercepted but not visible to you as the domain has not been initially in focus.)