We have a special request for making changes to a setup where we will need IGMP proxy and possibly custom DHCP options. I see similar request already on the forum, so I guess we are not the only ones.
The setup is confirmed possible to achieve with both Ubiquiti and Mikrotik. Time for Peplink/Pepwave to join? 
Peplink support has confirmed that it is not possible today. Support ticket 25080272