"maybe I can port forward on my own side and tell the server to connect through there?" – You probably can establish a new connection this way. This is not "upgrading the [old] connection" though. What do you really want to achieve? A hopefully faster connection, no matter if with, only initially with, or without the proxy? By dynamically applying some NAT rules on the server (with root access!) and configuring your router and firewall accordingly, maybe you can "upgrade the [old] connection", but is this really needed? Would a new connection be fine with you? Is this only for SSH?
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