Does a free alternative to Proxifier or ProxyCap exist? Currently, I'm not at home so I must use the hotel's hotspot. Unfortunately, the majority of ports are closed, except 80, 443 and 22, and I would like to connect to my FTP, or connect Steam to play my games, etc.

I tested ProxyCap and Proxifier which redirected all my traffic to my sock server at home, but trials versions has expired, and I don't want to pay for something that I use a few weeks in a year.
I know I can set the proxies settings in my Mac settings, but all the applications don't use it (like Steam).

Does a free alternative of ProxyCap and Proxifier exist on MacOSX?
Try proximac.
https://github.com/csujedihy/proximac
Proximac is an command-line open-source alternative to Proxifier. With Proximac, it can force App to use SOCKS5 proxy. In the other words, it can forward any App's traffic to a specified SOCKS5 proxy. Moreover, Proximac now can forward all network traffic in your system to a proxy which means you may not need a VPN to do this job. I hope more developers can join this project.