Unfortunately, Nessus does not support SSH proxying. This is a problem when scanning remote hosts behind a bastion box, especially when it is not possible to bind or connect to a new port to the bastion box due to firewall rules. Binding a port to localhost and pointing Nessus to 127.0.0.1 is also not an option as Nessus handles scanning localhost in a different way and will report issues with the scanning box itself.
In a pinch it is possible to hack around this problem by tricking the Nessus scanner into thinking it’s scanning the remote host when it is in fact connecting via a port bound to the localhost. Iptables to the rescue….