At our end we use zoning for that with one of two setups:
All devices are in the same zone and you use the proxy to query the external router from the inside (i.e. you change the router's IP in NetXMS to the LAN IP).
You keep the external router in the default zone with a public IP address and the proxy and other internal devices in a separate zone (with the proxy using the same public IP as the router).
IPs have to be unique within a zone.
(Not sure if there is a way to make this work using the "This is address of remote management node" checkbox which I believe removes the IP from that "uniqueness" check, but it didn't seem to work for us. Could have been a caching thing though.)
