Hi, I've exhausted googling and messing with settings, and getting nowhere.

How can I redirect outbound traffic (80, 443 and possibly others) to use the Proxy server which I have running on my Synology NAS box? The proxy uses port 3128 but can be changed if required.

To do that, just set up two Load Balance / Route Policy rules with the Destination port of 80 / 443 and the Destination IP range of Any.
The sending interface would be via LAN and you'd need to specify "Specific Gateway" and put the IP address of the Synology NAS in there.

That said though, I'm not sure if it would be 100% compatible because that's just going to forward port 80 and 443 traffic directly to the Synology, which will need to be operating as a Gateway and handling TCP ports 80 & 443.

The router itself isn't designed to do port translation on the LAN side (moving 80/443 to 3128)

Followed these instructions on a 2860, and it failed

"The packet was dropped because the send-to interface of the matched policy "policy 1" was inactive and there was no failover setting"

LAN1 ( the interface/subnet associated with the client and the proxy ) is/was up.