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Making a Two-step VPN Connection using a Transparent Proxy behind OpenVPN

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I have two VPSs and I'm trying to make a two-step VPN connection as follows:

[start] >> Client <-> OpenVPN on Server A <-> Proxy (ex: SQUID) on Server B <-> Internet

So far:

  1. I set up the OpenVPN server correctly on an interface named tun0 and there is no trouble in connection between the Client and the Server A.

  2. I configured a squid transparent proxy server which can handle SSL with ssl-bump using a self-signed certificate on ther Server B.

  3. On the Server A I created some different NAT prerouting routing policies with iptables to route tcp/udp incoming packets destinated to tun0 to the Server B each for http and https.

Trouble:

I checked iptables -t nat -L -v results. Obviously, the outgoing packets are going through PREROUTING rule to the desired IP address (Server B), But it seems there will be no response from the Server A back to the Server B. I also inserted the rule -A POSTROUTING -s <Server A's IP> -o tun0 -j MASQUERADE before the OpenVPN masquerading rule in the NAT table. Still no success.

I sit in a Tesla and translated this thread with Ai:

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