does rsync work over ssh ? if not, then for security reasons, i would stick to scp.
i think you need to set up some ssh tunnel.
are you able to scp stuff to the intermediate machine then scp from the gateway
to your pc ?
when inside the server, are you able to ping out ?
ping -c 5 www.linuxquestions.org
ping -c 5 your-ip
edit: are you hiding behind a firewall/ router ? did you forward that port to your local server ?