That it works for you only with the arp patch might be because:
- You don't have a route/the wrong route for the virtual IPs on the client computer you're using (in most setups there's no need to change anything, the default route points to the default router which is also the NAT router)
- You don't have a route/the wrong route for the virtual IPs on the router. This is more probable.
I can't say for sure since I don't know your routing table, NAT setup etc., but during all my tests with NAT I had to find out that each time I thought NAT wasn't working it only was a routing problem. I had thought I knew everything about routing, but even if one indeed knows a lot it is almost certain that there'll be something one didn't think of when using NAT. All I can say is 1. check your routes, 2. check your routes and if that doesn't help, check your routes, on all devices involved. That's what almost always helped me during my experiments. It does work without proxy-arp.
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