The way I would solve this is by putting nginx or other reverse proxy directly on your instance in the cloud. You can use this to set one of the well known proxy headers and proxies as others have mentioned and have this then proxy to your backend instances over the VPN (even if it’s pointing to an internal nginx instance). Then the access logs on your cloud instance will also contain the actual IP address of the client, setting headers will obviously only work for HTTP traffic, there really isn’t a similar mechanism for TCP/UDP traffic as those are layer 3 and HTTP is layer 4. If you are concerned about it you can always ship the logs to somewhere on prem as well.