Virtual ports are just that; virtual. You'll need a physical network port, unless you're setting your gateway box up to operate on just one network. That means a Thunderbolt or USB network adapter would be required,
I'd recommend using a spare x86-class box with two physical network controllers, and some open source, as your gateway. There are some good low-power options here, but pretty much any spare x86 box with an integrated network and an expansion slot, or two slots would work. This for various reasons.
Search around the forums for some of the previous discussions of using an OS X box as a gateway, too.