What you try to achieve is not exactly straightforward and this can't be "simple" redirect:
let's suppose you redirect everything reaching Zentyal on port 80 to "your proxy on port 3128". So far so good, what is the next step? Your proxy will try to reach internet via Zentyal, quite often on port.. 80 that will be redirected to proxy port 3128
Nice loop isn't it?
So, do you need something clever like conditional redirect? No. you should use
non transparent proxy, meaning configure clients to use your proxy at the right IP address, port 3128, et voila. If, for some reason, this is not an option, then your proxy must be client's default gateway.