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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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mellow
Mellow is a rule-based global transparent proxy client for Windows, macOS and Linux. Also a Proxifier alternative. (by mellow-io)
I used this feature pretty often, but it has one downside: all connections are multiplexed into single one which is not good for performance.
So I've implemented own client which decouples connections from each other: https://github.com/Snawoot/rsp#performance
Basicly, you get working proxy with speed almost as native connection as soon as you have SSH access somewhere.
If you want to do it on android https://github.com/madacol/knowledge/blob/master/Ssh%20poor-...
You can use mellow[1] to turn your socks proxy to transparent global proxy. Although this software is not maintained anymore, it still works.
[1]: https://github.com/mellow-io/mellow
There are solutions which allow to redirect transit TCP connections into SOCKS proxy transparently: https://github.com/cybozu-go/transocks
So, yes, VM/router solution will work for TCP connections.
Also there are wrappers which can intercept connect calls to libc from applications on Linux (which is useful if you need to redirect only one application which doesn't support SOCKS proxies): https://linux.die.net/man/8/tsocks