tcpdump of both sides of proxy

if you are using 11.2.0 or later, you can use nnnp interface modifier as Cory suggested.

Capturing traffic with TMM information for a specific traffic flow

Beginning in BIG-IP 11.2.0, you can use the 'p' interface modifier with the 'n' modifier to capture traffic with TMM information for a specific flow, and its related peer flow. The p modifier allows you to capture a specific traffic flow through the BIG-IP system from end to end, even when the configuration uses a Secure Network Address Translation (SNAT) or OneConnect. For example, the following command searches for traffic to or from client 10.0.0.1 on interface 0.0:

tcpdump -ni 0.0:nnnp -s0 -c 100000 -w /var/tmp/capture.dmp host 10.0.0.1

Once tcpdump identifies a related flow, the flow is marked in TMM, and every subsequent packet in the flow (on both sides of the BIG-IP system) is written to the capture file.

sol13637: Capturing internal TMM information with tcpdump