You don’t need a SOCKS proxy for this; simple SSH port forwarding will work. For example, there’s a server at my office I frequently need to access, which we’ll call server.example.com. I can’t connect to it directly, but I can ssh to myofficemachine.example.com. So I do this:
ssh -L 3389:server.example.com:3389 myofficemachine.example.com
And then I point my local Remote Desktop client to localhost. This works great, and my setup is almost identical to yours — a Mac at home, a Linux box at my office, and a Windows server on another work network.