I believe there is some confusion as to what you are doing.
Option 1
From my understanding Daniel was suggesting you setup a ssh tunnel from your hobbit server to your dmz host. Your client should work without any further changes i.e. your BBDISPLAY setting should be the real IP of your hobbit server (not the loopback you currently have).
You will then have to ensure the tunnel stays up.
Option 2.
Use msgcache, which is what I think you originally asked about.
On your dmz client, edit clientlaunch.cfg Ensure in the section for [msgcache] your have a line with ENABLED
hobbitclient.cfg on your dmz client should have BBDISP="127.0.0.1"
This makes the client report results to itself.
On your hobbit server ensure hobbitlaunch.cfg has this:
[hobbitfetch] ENABLED ...
Ensure your bb-hosts on hobbit server has the pulldata tag added for your dmz client.
e.g. 0.0.0.0 dmz-client # pulldata
Restart your hobbit server and wait 10+ minutes.
There are pros and cons with both options.
Craig