Im sure there are a lot of other thnigs that can be done such as using fprobe-ulog, configuring fprobe to do multiple interfaces, other formats, etc, but I figure this may get teh ball rolling any other people can throw out ideas as well.
I think you are right. I have been contemplating this since reading the OP. I cant see any solution where you can get a Netflow V9 type packet where you know what the NAT translation is. I am not running a transparent proxy so I dont know how the host is configured in that scenario, but using an explicit proxy I assume the mwg process does the translation from interfaces and does not depend on iptables for the routing. So in my scenario I am not giving anything more then what you would get from the nearest switch.