It is technially possible using Linux Kernel but it may be restricted by Sophos engineers for security reasons. I was unable to use NAT this way but it is possible to make a loop connection to a Web server published by XG. However it is not a NAT of course, but Reverse Web Proxy. For other services I have created internal DNS records pointing to the right servers inside LAN. I used built-in DNS service but you can also use another DNS service running on one of those servers and create a fake zone. This is not a solution but a workaround.
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