Proxifier analogue on the router?

Question

proxy

All good!
Hello dear gurus. I would like to hear your opinion on the possibility of implementing the following idea:
Windows has a wonderful program for proxying applications, but it is not always possible to proxy everything you want, for example, a blackberry phone, and all sorts of other devices. If you take into account the Android or Apple phone, then of course you can, but you need to install software, write everything with your hands, and so on. In a fit of laziness, the idea came up that you can select an additional router, install powerful firmware on it, and use tricky or not tricky manipulations to wrap all traffic from my provider in SSH or SOCKS5 and broadcast this pie to devices using WiFi. The final idea is that the phone connecting to this access point will receive the IP address of the proxy or tunnel and will blindly believe that it is valid in Australia.

I tried to schematically depict this question:


What is this miraculous miracle? And how to set it up?

P.S. It is critically important to do everything on a router (by the way, advise one) without using an additional computer or server.

Thank you for your attention !