Route all traffic from host to UTM appliance

Hi,

I have a single Hyper-V 2012 R2 host, which is configured with 2 physical NICs:

1 x private IP for private LAN

1 x public IP for management

And a virtual switch added with a public IP

^ This is from a public IP address to give VMs public internet access (all VMs use the IP address defined above as a gateway, for internet access).

What I want to do is for traffic on the host itself (e.g. a ping on the host), I want to route that to my UTM appliance which is a VM on the same Hyper-V server. This has rules configured to block outgoing ping etc, which the VMs use. 

I set a proxy on the Hyper-V server to the private IP of the firewall, but this does not have any effect.

What's the best way to achieve this?

Thanks