As @frax already said, I had to use DNAT to route traffic in my case.
Hours of searching, googling, communicating with ChatGPT brought me needed result.
Firstly, i decided to use iptables
console utility as the most powerful tool for setting up firewall and NATs.
To add port 3666
to 'exclusion list', firewall must accept incoming traffic from this port:
sudo iptables -t nat -A PREROUTING -i eth0 -p tcp --dport 3666 -j ACCEPT
NOTE: my networking interface is eth0
, it can be different in other cases. To check it out run following command:
ip a
Now, to add rule for forwarding all remaining traffic to specific ip, we can run following in command line:
sudo iptables -t nat -A PREROUTING -i eth0 -p tcp -j DNAT --to-destination 10.8.0.5
NOTE: my destination IP (10.8.0.5) belongs to VPN connection, established earlier. Change it to any IP address you need