Hello @seanccc,
I don't see why creating a proxy like that will be impossible, however it must be pretty hard in practice, because you need to understand / reverse-engineer the protocol of the industrial gateway (which properties it reads / writes, which services are executed remotely, etc.) Plus it adds another component to your system architecture, which you need to host, monitor, maintain, etc.
Why don't you want to transform data on ThingWorx side? If it's a question of performance, then my gut feeling tells me that optimizing it via a Java extension will be much easier than creating a proxy between your Kepware and ThingWorx.
/ Constantine
