Below are the steps needed to create and configure a proxy between MuleSoft CloudHub and Amazon AWS Redshift using an Amazon AWS EC2 instance.
EC2 and Redshift instances are configured to support jumbo frames (MTU for ethernet interfaces is 9001). However, some routers between endpoints have a standard Ethernet MTU size (1500), which causes an inability to communicate with announced TCP MSS size (8961). The reason for this issue is that the PATH MTU discovery process relies on ICMP, specifically Type 3 Code 4 / Fragmentation Needed, and currently on Redshift ALL ICMP traffic is denied (regardless of Security Group configuration).
MuleSoft CloudHub uses the standard ethernet MTU (1500), and cannot connect to a RedShift cluster by default. The steps below document how to create a lightweight IP proxy using an EC2 instance.