I have a limited proxy of sorts that can redirect TCP and/or UDP over a distance. (e.g. Everything sent from Computer A to Computer B on port 1234 (TCP or UDP only), will come out Computer C and go to port 1234 on Computer D. Likewise, everything sent from Computer D to Computer C will come out Computer B and go to port 1234 on Computer A) Computers A and B are behind one firewall, and Computers C and D are behind another.
The connection itself between Computers B and C should be very secure, and I'm not trying to test that today, but I'm hoping for some way to setup a VPN between computers A and D. D can host any kind of VPN server, preferably without any security because I don't want the overhead of encrypting twice. And A can use any client.
The problems I run into is that PPTP uses TCP and GRE (I can't use GRE at least not directly, because it isn't TCP or UDP) L2TP uses UDP and ESP (and like GRE I can't use this directly because it isn't TCP or UDP) OpenVPN can be configured to use TCP or UDP only, but it does some kind of SSL-like handshake that my proxy doesn't seem to like. Ordinary TCP and UDP applications work fine across my system. If they use SSL, that's when they seem to have issues, because the proxy is actually accepting TCP and UDP connections, and resending them from the other computer.
UDP would probably be preferred as then I don't get the TCP over TCP problem I've read about. Again, security of the protocol itself isn't an issue. I'd prefer it be totally unencrypted since the bridge between B and C is secure already, and since SSL seems to cause problems.
I'll post this as an answer to my own question then, but a SOCKS proxy uses only one port and can be used in scenarios like this. A vpn of your choice can then be loaded over this proxy. (Specifically OpenVPN can be configured without security with auth=none and cypher=none)