I plan to use a physical proxy between another physical server which is accesses via SSH, and the router, acting as firewall.
Right now I just have 1 physical computer to use for this net structure, so I'm using it as proxy (firewall) for a virtual server hosted into itself (NAT connection mode).
However, while looking for similar uses of virtualization on Internet I'm not finding many cases, so I'm wondering whether I'm missing something and perhaps my idea is not that good or simply useless (thinking in security).
I would appreciate any opinion regarding to this. I'm aware that would be much better to use 2 machines, but would be this still an acceptable "cheaper" option?