Route Application through Mobile Data when on Wifi While on Wifi, Whatsapp won't work on my Galaxy Note 2 due to my work proxy. I have found no proxying application that will work, yet. (My work is using an HTTP Proxy).

Is there an application that will route certain phone apps (such as Whatsapp) through mobile data, while still allowing other apps to use Wifi access?
By default, as soon as WiFi gets connected, the mobile network shuts down -- so you cannot use both simultaneously. Which means: no, even a proxy allowing for exceptions would not do, as the other network simply is no longer available.

Quoting from CyanogenMod Tracker:


  Each time you activate WiFi you'll lose 3g connection. That's normal behaviour of Android network manager.


There were attempts on "hacking" that, as you can e.g. find here. This source from the Stanford university also makes clear on the standard behaviour:


  
  Given WiFI is connected, then turn on  3G data connection. 3G connection will be automatically torn down by Connectivity Service.
  Given 3G is connected, then turn on WiFi connection. Connectivity Service will tear down the existing 3G connection.
  


Except from "hacking attempts" as described by the Stanford example, I know of no solution to the issue.