iptables for transparent NAT
Solution 1:
Rather than using REDIRECT, try DNAT and SNAT. Try this:
iptables -t nat -I PREROUTING -d 192.168.250.3 -j DNAT --to-destination 192.168.250.4 iptables -t nat -I POSTROUTING -s 192.168.250.4 -j SNAT --to-source 192.168.250.3