tcpdump of both sides of proxy

Let's say your client is 1.1.1.1, VIP (2.2.2.2) is on port 80, your self-ip is 3.3.3.3 and your server ports are 8081, your tcpdump would be;

tcpdump -i0.0 -s0 -w/var/tmp/proxy.cap \(host 1.1.1.1 and host 2.2.2.2 and port 80\) or \(host 3.3.3.3 and port 8081\)

If port 8081 is used for other server pools also though you will end up with lots of noise and would have to add in the server IPs or network (if it can be summarised) to only get the traffic you want. If you know which server they will use you can narrow down even further (let's say it's 5.5.5.5);-

tcpdump -i0.0 -s0 -w/var/tmp/proxy.cap \(host 1.1.1.1 and host 2.2.2.2 and port 80\) or \(host 3.3.3.3 and port 8081 and host 5.5.5.5\)

Hopefully that gives you enough idea of how to target both sides of the conversation.