If you can telnet or ssh directly to your 'proxy sock' device and you can then (once connected) issue either a telnet or ssh command to connect to a different device; then you may be able to set this up in CatTools using the 'Connect Via' (jumphost) feature.
Basically, you set-up your proxy sock as with 'Connect Via' set to 'Direct Connect'; then set up your end device with the 'Connect Via' field set to the name you setup your proxy sock device in CatTools with.
CatTools will then attempt to connect to your proxy sock device, then autmatically issue either the 'telnet or ssh' command (depending on the 'Method' you setup for your end devices) from the proxy sock to connect to your end device(s).
Please note, not all device types suppport the connect via logic. See our device matrix: http://www.kiwisyslog.com/wrapper/devices-supported/ (Connections tab) for a list of device types that support this feature.