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TLS handshake in passthrough scenario
You are correct. In a scenario where the load balancer does not perform ssl encryption/decryption (offloading), ssl negotiation is performed directly between the client and backend pool members (servers).
A typical F5 configuration would be comprised of a virtual server that listens on port 443, server type of standard or layer 4 and backend pool members listening on port 443.
There are several flavors of persistence. Cookie persistence is typically the more popular choice for web traffic but can only be employed if the F5 has access to the HTTP session -- not possible if SSL negotiation is performed directly between client and pool members. Source IP address persistence is a possible candidate but this can bring about complications if clients are behind a firewall. That said, SSL persistence is probably the better choice in your setup -- the SSL session ID is used to persist.
The scenario you described (FW, NAT, TCP proxy) is correct.
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