Tableau Server can generally work behind a proxy, i.e. with a proxy between it and users.
This question sounds like it's about a proxy in between a database and Tableau (Desktop or Server). To the best of my knowledge, Tableau doesn't know anything about proxies in terms of connecting to data. That doesn't mean it won't work - it means that Tableau delegates this to the database driver. If the database driver isn't equipped to do anything special, then you might look into another solution such as SSH Tunneling.
Then again, I'm not exactly sure I'm interpreting "the connection is routed via the proxy" correctly.
Thanks guys. I sent the URL John presented to my end user (well, a member of the company's architecture team) and am waiting for a reply back. I don't know what is being asked of as well.
"We are interested in a connection from the Tableau Server & Tableau Desktop to a database that is hosted in Amazon."
We are behind a corporate firewall. I found out there's an end user who is investigating so I will reach out to them.
You know, computers and networking weren't this complex 20 years ago