pf does have a command called 'divert-to' that is supposed to provide for local transparent routing. See the pf.conf man page for slightly more details. It appears to be simple but it doesn't seem to want to do what I want it to do: local capture and redirection to a local port of outbound traffic which is locally generated.
Other similar commands which I have tried but to no avail are:
'rdr' which instructs a packet to have a new destination, overwriting the old one... useful for destination nat type applications.
'route-to' which instructs a packet to pass through another location before arriving at its original destination... doesn't accept a port, useful for routers, not so much for proxies.