The Free On-line Dictionary of Computing (30 December 2018):

proxy server
bastion host
proxy gateway

    A server process that intercepts requests from
   a client, passes them to an origin server and returns the
   response to the client while performing various other
   operations in the process.  An HTTP proxy server is a common
   example.

   A proxy may be used for purposes of security, performance
   (caching) or anonymity.  It may be purely software or may
   run on its own hardware, either a standard PC or server
   machine or a custom hardware appliance.  A software proxy may
   be on the same computer as the client or the origin server,
   separate hardware may be anywhere on the network in between.

   The proxy may filter requests, rejecting some if the request
   or response matches certain conditions (e.g. an antivirus
   proxy).  It may cache requests and responses to reduce load on
   the origin server or data volume on the network or to provide
   quicker response to the client for common requests.  The proxy
   may modify the request or response, e.g. to convert between
   different protocols or interfaces.

   Proxy servers are often used in large companies as part of a
   firewall so that users within the company need have no
   direct connection to the Internet (and can use a private IP
   address range) but can still access the web,
   instant messenger, etc via the proxy.  Usually this requires
   each client to be configured to use the proxy.

   The term "proxy gateway" may more imply transparency (less
   intervention) in the request-response process, though is often
   used as a synonym for proxy server.

   (2008-07-01)