Here is the problem: I do have several python packages that do have unittest that do require access to different online services in order to run, like connecting to a postgresql database or a LDAP/AD server.
In many cases these are not going to execute successfully because local network is fire-walled, allowing only basic outgoing traffic on ports like 22, 80, 443, 8080 and 8443.
I know that first thing coming into your mind is: build a VPN. This is not the solution I am looking for, and that's due to two important issues: will affect other software running on the same machine probably breaking them. 
Another solution I had in mind was SSH port forwarding, which I successfully used but also this is very hard to configure and worse it does require me to re-configure the addresses the python script is trying to connect to, and I do not want to go this way. 
I am looking for a solution that could work like this:

detect if there is a firewall preventing your access
setup the bypassing strategy (proxy?)
run the script
restore settings.

Is there a way to setup this in a transparent way, one that would not require me to make changes to the executed script/app ?
Is it possible to have the script itself run through these steps? By this I mean have the setup phase of your unit tests probe for firewall, and if detected dynamically setup a proxy somehow, use it to run unit tests, then when done teardown proxy. That seems like it would achieve the transparency you're aiming for.
Transparent solution for bypassing local outgoing firewalls for python scripts