Iptables – forward from port 80 to Squid on port 3128 problem

If I understand you correctly, what you want to do isn't going to be handled simply by configuring iptables. The REDIR target can only be used to target processes running on the local system. I believe attempting to use a DNAT target to forward the to the remote squid box would remove some of the information the remote squid box needs to properly handle the request

If you allow me to guess a bit. I think you are trying to leave the default gateway as 192.168.1.1 on your host and then send your port 80 traffic across the vpn right?

The remote squid needs some configuration so that it can actually act as a transparent proxy. If you can setup the correct iptables redirection on the squid host, and the remote host is in the network path, then it is possible to do use some advanced routing to forward all port 80 requests across the vpn.

P.S. If I am understanding your needs correctly add a comment, I can update my answer with more details about how to setup routing.

Turns out my original plan is not possible.

But I can achieve the original intended goal, which is to allow any remote client to see this fancy traffic analyzer doing its job, by running OpenVPN on the host, and then using iptables in a typical way to capture packets for port 80 from one subnet (the tunneled one) and redirecting to another subnet (the host's normal one). This works with the design of the analyzer, which expects the gateway itself to be modified for this type of redirection.