How to ensure that all networking goes through my ssh proxy?
Assuming that ssh is running on localhost (or another machine on the local subnet), the easiest thing to do is to shut down your routes so that nothing can get outside.  netstat -nr will show you your current routes.  Mine looks like this:

Internet:
Destination        Gateway            Flags    Refs      Use  Netif Expire
default            192.168.0.69       UGSc       93     4438    en1


192.168.0.69 is my default route.  If I take that route out:  route delete default 192.168.0.69 then I cannot get to any machine not wired to my network.  Once screen sets up your proxy, you should have access back.