Pass traffic through a "Gateway" Server

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I am currently working on a project that has to work on a corporate network with only a single access point to the internet. This is a Linux server, while the Unity App is running on Windows. Until now we were only on the intranet, but now a single user has to connect from the outside.
I am currently trying to do this via port forwarding, simply pass traffic that arrives at a certain port on the "Gateway" Machine to the windows machine running the host application, and vice versa, but until now unsuccessfully.

Has anyone done this before or knows how this can be done?

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