Do waterproof RJ45 connectors with integrated magnetics exist?
Probably not. 

Waterproof connectors are typically mounted to a bulkhead and Ethernet connectors with integrated magnetics have to be mounted close to the PHY chip. Ruggedized RJ45 is kind of a sloppy thing anyway.  

People who care about ruggedized connectors (and care a bit less about cost) often use a different connector than RJ45 for 'Ethernet' (such as M12/military circular connectors).