How can I force the traffic of a shared internet connection through a proxy?

I'm testing a system which requires my iPad to (appear to) come from another location. The iPad also has to use Cisco's AnyConnect VPN client. I configured a manual proxy on the iPad, but AnyConnect overrides it.

I configured all of the traffic on my Mac to use a proxy. I then enabled internet sharing and use that connection for my iPad. I am able to successfully access the internet on the iPad, however, it does not seem to go through the proxy. Any ideas as to how I might be able to force the traffic from the shared internet to go through the proxy?

Notes:

• The proxy that I'm using is an ssh tunnel
• I've tried editing the pf.conf file, but I've had no success.

I personally use OpenVPN because it comes pre-configured with everything. It even has its own VPN app which does a great job.

Or you can set up PPTP VPN on your server, which does the same thing only you can set VPN settings in the Actual Settings.app

My server is in Amsterdam, but while I am connected it doesn't actually change your location, only where your connection comes out. It also encrypts it in the process, so if you are on public wifi, nobody can snoop on your packets.

Edit

Try Creating a VPN tunnel on your mac and share the internet to your iPad.