А ларчик просто открывался. Есть в ядре документ: /usr/src/linux/Documentation/networking/tproxy.txt
И там как раз рассказывается, как можно принять соединение на нелокальный адрес, а также как установить соединение с нелокального адреса. Без кучи правил в iptables и без прочих некрасивостей. Единственное, что для использования IP_TRANSPARENT нужны права рута, хотя может получится разрулить это назначением прав группе.

На всякий случай вот текст этого дока:

Transparent proxy support
=========================

This feature adds Linux 2.2-like transparent proxy support to current kernels.
To use it, enable NETFILTER_TPROXY, the socket match and the TPROXY target in
your kernel config. You will need policy routing too, so be sure to enable that
as well.


1. Making non-local sockets work
================================

The idea is that you identify packets with destination address matching a local
socket on your box, set the packet mark to a certain value, and then match on that
value using policy routing to have those packets delivered locally:

# iptables -t mangle -N DIVERT
# iptables -t mangle -A PREROUTING -p tcp -m socket -j DIVERT
# iptables -t mangle -A DIVERT -j MARK --set-mark 1
# iptables -t mangle -A DIVERT -j ACCEPT

# ip rule add fwmark 1 lookup 100
# ip route add local 0.0.0.0/0 dev lo table 100

Because of certain restrictions in the IPv4 routing output code you'll have to
modify your application to allow it to send datagrams _from_ non-local IP
addresses. All you have to do is enable the (SOL_IP, IP_TRANSPARENT) socket
option before calling bind:

fd = socket(AF_INET, SOCK_STREAM, 0);
/* - 8< -*/
int value = 1;
setsockopt(fd, SOL_IP, IP_TRANSPARENT, &value, sizeof(value));
/* - 8< -*/
name.sin_family = AF_INET;
name.sin_port = htons(0xCAFE);
name.sin_addr.s_addr = htonl(0xDEADBEEF);
bind(fd, &name, sizeof(name));

A trivial patch for netcat is available here:
http://people.netfilter.org/hidden/tproxy/netcat-ip_transparent-support.patch


2. Redirecting traffic
======================

Transparent proxying often involves "intercepting" traffic on a router. This is
usually done with the iptables REDIRECT target; however, there are serious
limitations of that method. One of the major issues is that it actually
modifies the packets to change the destination address -- which might not be
acceptable in certain situations. (Think of proxying UDP for example: you won't
be able to find out the original destination address. Even in case of TCP
getting the original destination address is racy.)

The 'TPROXY' target provides similar functionality without relying on NAT. Simply
add rules like this to the iptables ruleset above:

# iptables -t mangle -A PREROUTING -p tcp --dport 80 -j TPROXY \
  --tproxy-mark 0x1/0x1 --on-port 50080

Note that for this to work you'll have to modify the proxy to enable (SOL_IP,
IP_TRANSPARENT) for the listening socket.


3. Iptables extensions
======================

To use tproxy you'll need to have the 'socket' and 'TPROXY' modules
compiled for iptables. A patched version of iptables is available
here: http://git.balabit.hu/?p=bazsi/iptables-tproxy.git


4. Application support
======================

4.1. Squid
----------

Squid 3.HEAD has support built-in. To use it, pass
'--enable-linux-netfilter' to configure and set the 'tproxy' option on
the HTTP listener you redirect traffic to with the TPROXY iptables
target.

For more information please consult the following page on the Squid
wiki: http://wiki.squid-cache.org/Features/Tproxy4

grey_olli, спасибо за участие