Tunnel docker traffic though VPN or SSH, during build stage
Docker actually manipulates iptables behind the scenes, so there is a good chance that sshuttle is interacting with docker in unpredictable ways.  Any rules that need to be added to IP Tables that affect the docker interface need to be added to the DOCKER-USER chain as per Docker and iptables.

It's quite an involved topic so I would also consider reading an exploration of Docker networking and the overview of the docker network.

There is also an old question on StackOverflow but based upon the comments the current highest voted answer no longer works.